+46.2%
EXC vs BHP
+121.9%
-75.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +1.2% | +1.3% | 0.0% | +1.1% |
| 30D | -2.7% | +4.0% | -6.7% | -3.1% |
| 3M | -1.0% | +12.3% | -13.3% | -2.3% |
| 6M | -9.3% | +30.8% | -40.1% | -12.5% |
| YTD | +3.6% | +58.8% | -55.1% | -2.9% |
| 1Y | +5.9% | +76.8% | -70.9% | -2.5% |
| 3Y | +21.3% | +87.5% | -66.2% | +9.3% |
| 5Y | +46.2% | +123.9% | -77.7% | +28.4% |
| All | +46.2% | +121.9% | -75.7% | +28.4% |
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