+35.8%
EQT vs BHP
+72.0%
-36.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.5% |
| 7D | -1.2% | -3.7% | +2.6% | -0.6% |
| 30D | +1.1% | -0.8% | +1.9% | +1.1% |
| 3M | +4.8% | +7.6% | -2.8% | +2.9% |
| 6M | -10.6% | +20.8% | -31.4% | -15.1% |
| YTD | +3.4% | +50.8% | -47.3% | -8.4% |
| 1Y | +8.7% | +70.9% | -62.2% | -7.6% |
| All | +35.8% | +72.0% | -36.1% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling