+627.7%
GEV vs BHP
+78.5%
+549.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +3.2% | +0.9% | +2.3% | +2.7% |
| 30D | -4.0% | +4.0% | -8.0% | -6.3% |
| 3M | +3.4% | +11.3% | -7.8% | -2.9% |
| 6M | +14.7% | +29.3% | -14.6% | -1.0% |
| YTD | +45.8% | +59.2% | -13.4% | +13.7% |
| 1Y | +57.4% | +80.8% | -23.5% | +15.7% |
| All | +627.7% | +78.5% | +549.2% | +400.4% |
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