+155.8%
EXC vs BHP
+496.8%
-341.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.3% |
| 30D | -3.6% | -1.2% | -2.5% | -3.5% |
| 3M | -4.3% | +1.2% | -5.5% | -5.0% |
| 6M | -9.9% | +21.4% | -31.4% | -15.0% |
| YTD | +1.8% | +50.4% | -48.7% | -9.4% |
| 1Y | +2.9% | +67.5% | -64.6% | -11.2% |
| 3Y | +19.1% | +72.8% | -53.7% | -0.1% |
| 5Y | +44.8% | +112.6% | -67.8% | +10.2% |
| All | +155.8% | +496.8% | -341.0% | +39.8% |
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