+2,340.5%
EXC vs BHP
+7,909.4%
-5,568.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | -3.7% | +3.4% | -7.1% | -4.5% |
| 3M | -1.3% | +4.1% | -5.4% | -2.7% |
| 6M | -9.7% | +20.6% | -30.3% | -14.3% |
| YTD | +2.9% | +56.1% | -53.2% | -8.1% |
| 1Y | +4.4% | +69.6% | -65.2% | -8.8% |
| 3Y | +22.2% | +78.8% | -56.6% | +3.8% |
| 5Y | +46.7% | +113.1% | -66.3% | +17.0% |
| 10Y | +155.3% | +505.9% | -350.5% | +55.6% |
| All | +2,340.5% | +7,909.4% | -5,568.8% | +1,037.2% |
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