+7.7%
GEHC vs BHP
+66.0%
-58.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | +0.4% |
| 7D | -7.9% | -3.7% | -4.1% | -6.7% |
| 30D | -11.7% | -0.8% | -10.8% | -11.6% |
| 3M | +0.8% | +7.6% | -6.8% | -2.9% |
| 6M | -11.6% | +20.8% | -32.4% | -19.6% |
| YTD | -21.6% | +50.8% | -72.3% | -35.8% |
| 1Y | -15.3% | +70.9% | -86.2% | -34.7% |
| 3Y | -0.5% | +78.0% | -78.5% | -26.2% |
| All | +7.7% | +66.0% | -58.3% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling