-15.8%
F vs BHP
+120.8%
-136.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +1.6% | +0.9% | +0.6% | +1.2% |
| 30D | +2.6% | -6.3% | +8.9% | +5.2% |
| 3M | -8.8% | -7.1% | -1.7% | -6.6% |
| 6M | +4.6% | -3.2% | +7.8% | +4.7% |
| YTD | -1.9% | +37.9% | -39.8% | -15.9% |
| 1Y | -0.8% | +49.7% | -50.4% | -18.0% |
| 3Y | +43.5% | +51.7% | -8.2% | +15.0% |
| All | -15.8% | +120.8% | -136.6% | -44.0% |
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