+615.0%
F vs BHP
+7,909.4%
-7,294.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | -2.9% | +8.2% | +6.5% |
| 30D | +4.6% | +3.4% | +1.2% | +3.1% |
| 3M | -3.7% | +4.1% | -7.7% | -5.7% |
| 6M | +16.8% | +20.6% | -3.8% | +7.7% |
| YTD | +15.3% | +56.1% | -40.8% | -4.3% |
| 1Y | +31.0% | +69.6% | -38.6% | +4.9% |
| 3Y | +45.4% | +78.8% | -33.4% | +12.3% |
| 5Y | +54.7% | +113.1% | -58.4% | +8.8% |
| 10Y | +98.2% | +505.9% | -407.7% | -8.8% |
| All | +615.0% | +7,909.4% | -7,294.4% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling