+11,892.0%
ENB vs BHP
+8,048.4%
+3,843.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -0.5% | +1.3% | -1.7% | -0.8% |
| 30D | -0.2% | +4.0% | -4.2% | -1.3% |
| 3M | -7.5% | +12.3% | -19.8% | -10.7% |
| 6M | -4.1% | +30.8% | -35.0% | -11.5% |
| YTD | +9.8% | +58.8% | -49.0% | -3.9% |
| 1Y | +8.7% | +76.8% | -68.1% | -7.8% |
| 3Y | +79.0% | +87.5% | -8.5% | +47.2% |
| 5Y | +69.1% | +123.9% | -54.8% | +30.7% |
| 10Y | +96.5% | +504.4% | -407.9% | +18.4% |
| All | +11,892.0% | +8,048.4% | +3,843.6% | +5,846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling