+74.3%
F vs BHP
+330.6%
-256.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +1.0% | +3.8% | -2.9% | -0.9% |
| 30D | +2.1% | -6.5% | +8.6% | +5.2% |
| 3M | -10.3% | -8.5% | -1.7% | -7.1% |
| 6M | +3.3% | -2.2% | +5.4% | +2.8% |
| YTD | -2.0% | +40.0% | -42.0% | -18.7% |
| 1Y | -2.3% | +51.3% | -53.6% | -22.1% |
| 3Y | +49.9% | +56.5% | -6.7% | +14.6% |
| 5Y | -12.5% | +130.2% | -142.6% | -47.5% |
| 10Y | +74.3% | +336.5% | -262.3% | -24.6% |
| All | +74.3% | +330.6% | -256.4% | -24.6% |
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