+4,316.7%
ETR vs BHP
+7,909.4%
-3,592.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +1.0% | +3.4% | -2.4% | +0.3% |
| 3M | -1.3% | +4.1% | -5.3% | -2.4% |
| 6M | +1.9% | +20.6% | -18.7% | -2.4% |
| YTD | +18.2% | +56.1% | -37.9% | +7.5% |
| 1Y | +24.7% | +69.6% | -44.9% | +11.5% |
| 3Y | +150.7% | +78.8% | +71.9% | +119.3% |
| 5Y | +127.0% | +113.1% | +14.0% | +88.5% |
| 10Y | +295.5% | +505.9% | -210.4% | +160.3% |
| All | +4,316.7% | +7,909.4% | -3,592.6% | +1,897.5% |
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 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