+41.4%
EXC vs BHP
+127.1%
-85.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.3% |
| 7D | -1.7% | +3.5% | -5.2% | -2.0% |
| 30D | +9.3% | -4.5% | +13.8% | +9.7% |
| 3M | +1.0% | -6.4% | +7.4% | +1.6% |
| 6M | +5.9% | -0.1% | +6.0% | +5.5% |
| YTD | +7.6% | +43.0% | -35.4% | +1.7% |
| 1Y | +2.4% | +56.5% | -54.1% | -4.6% |
| 3Y | +30.2% | +62.0% | -31.8% | +19.3% |
| 5Y | +41.4% | +130.4% | -89.0% | +20.0% |
| All | +41.4% | +127.1% | -85.7% | +20.0% |
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