+46.0%
F vs BHP
+53.3%
-7.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | 0.0% | -4.5% | +4.6% | +1.7% |
| 3M | -13.2% | -6.9% | -6.3% | -11.4% |
| 6M | -10.2% | -10.6% | +0.3% | -7.3% |
| YTD | -4.9% | +37.2% | -42.1% | -18.0% |
| 1Y | -6.1% | +48.0% | -54.1% | -21.7% |
| 3Y | +46.0% | +52.6% | -6.6% | +17.2% |
| All | +46.0% | +53.3% | -7.4% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling