+90.4%
ENB vs BHP
+498.2%
-407.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -1.9% |
| 7D | -4.6% | -3.7% | -0.8% | -3.2% |
| 30D | -5.2% | -0.8% | -4.4% | -5.1% |
| 3M | -13.4% | +7.6% | -21.0% | -16.5% |
| 6M | -7.8% | +20.8% | -28.6% | -15.9% |
| YTD | +4.9% | +50.8% | -45.9% | -13.0% |
| 1Y | +3.2% | +70.9% | -67.7% | -19.1% |
| 3Y | +71.0% | +78.0% | -7.0% | +27.6% |
| 5Y | +64.0% | +113.1% | -49.1% | +7.8% |
| All | +90.4% | +498.2% | -407.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling