+128.3%
ETR vs BHP
+123.9%
+4.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +2.0% | +4.0% | -2.0% | +1.4% |
| 3M | -1.7% | +11.3% | -12.9% | -3.5% |
| 6M | +3.6% | +29.3% | -25.7% | -1.3% |
| YTD | +18.0% | +59.2% | -41.2% | +8.4% |
| 1Y | +26.2% | +80.8% | -54.6% | +13.2% |
| 3Y | +148.0% | +88.0% | +60.0% | +117.9% |
| All | +128.3% | +123.9% | +4.4% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling