+706.7%
ETN vs BHP
+496.8%
+209.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -3.6% | +7.2% | +5.3% |
| 30D | -7.5% | -1.2% | -6.3% | -7.3% |
| 3M | +8.3% | +1.2% | +7.1% | +7.1% |
| 6M | +20.2% | +21.4% | -1.2% | +9.0% |
| YTD | +34.7% | +50.4% | -15.7% | +10.3% |
| 1Y | +19.4% | +67.5% | -48.1% | -7.2% |
| 3Y | +85.5% | +72.8% | +12.7% | +38.3% |
| 5Y | +186.6% | +112.6% | +74.0% | +80.5% |
| All | +706.7% | +496.8% | +209.8% | +185.5% |
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