+199.5%
EXC vs BHP
+340.1%
-140.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.1% | +3.8% | -3.8% | -0.8% |
| 30D | +9.0% | -6.5% | +15.5% | +10.5% |
| 3M | +3.3% | -8.5% | +11.8% | +5.0% |
| 6M | +5.7% | -2.2% | +7.8% | +5.1% |
| YTD | +7.3% | +40.0% | -32.7% | -3.2% |
| 1Y | +2.9% | +51.3% | -48.4% | -9.1% |
| 3Y | +29.3% | +56.5% | -27.2% | +10.9% |
| 5Y | +40.1% | +130.2% | -90.1% | +2.6% |
| All | +199.5% | +340.1% | -140.5% | +79.6% |
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 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