+388.8%
GH vs BHP
+221.6%
+167.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -3.6% | +1.1% | -1.0% |
| 30D | -4.7% | -1.2% | -3.5% | -4.3% |
| 3M | +20.2% | +1.2% | +19.0% | +19.1% |
| 6M | +78.8% | +21.4% | +57.4% | +63.0% |
| YTD | +54.1% | +50.4% | +3.7% | +27.0% |
| 1Y | +177.1% | +67.5% | +109.6% | +116.3% |
| 3Y | +371.6% | +72.8% | +298.8% | +259.5% |
| 5Y | +21.9% | +112.6% | -90.7% | -15.2% |
| All | +388.8% | +221.6% | +167.1% | +133.5% |
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