+53.9%
F vs BHP
+115.8%
-61.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | -2.9% | +8.2% | +6.6% |
| 30D | +4.6% | +3.4% | +1.2% | +3.1% |
| 3M | -3.7% | +4.1% | -7.7% | -5.8% |
| 6M | +16.8% | +20.6% | -3.8% | +7.3% |
| YTD | +15.3% | +56.1% | -40.8% | -5.1% |
| 1Y | +31.0% | +69.6% | -38.6% | +3.7% |
| 3Y | +45.4% | +78.8% | -33.4% | +10.1% |
| All | +53.9% | +115.8% | -61.9% | +6.2% |
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 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