+401.3%
GH vs BHP
+233.7%
+167.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +1.2% |
| 30D | -1.1% | +3.4% | -4.5% | -2.5% |
| 3M | +21.3% | +4.1% | +17.2% | +18.7% |
| 6M | +73.5% | +20.6% | +52.9% | +58.7% |
| YTD | +58.0% | +56.1% | +2.0% | +28.2% |
| 1Y | +163.1% | +69.6% | +93.5% | +104.4% |
| 3Y | +361.0% | +78.8% | +282.2% | +246.1% |
| 5Y | +22.5% | +113.1% | -90.5% | -15.0% |
| All | +401.3% | +233.7% | +167.6% | +135.8% |
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