+25.3%
F vs BHP
+76.4%
-51.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -6.0% | -4.8% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | +1.2% | +4.0% | -2.7% | -0.3% |
| 3M | -5.7% | +12.3% | -18.0% | -10.0% |
| 6M | +17.9% | +30.8% | -12.9% | +6.8% |
| YTD | +10.4% | +58.8% | -48.4% | -3.5% |
| 1Y | +25.3% | +76.8% | -51.5% | +6.7% |
| All | +25.3% | +76.4% | -51.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling