+231.1%
GM vs BHP
+496.8%
-265.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -3.6% | +1.2% | -0.9% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +6.1% | +1.2% | +4.9% | +4.6% |
| 6M | +15.0% | +21.4% | -6.4% | +2.4% |
| YTD | +6.0% | +50.4% | -44.4% | -16.0% |
| 1Y | +47.1% | +67.5% | -20.4% | +9.7% |
| 3Y | +170.5% | +72.8% | +97.7% | +91.8% |
| 5Y | +80.5% | +112.6% | -32.1% | +7.8% |
| All | +231.1% | +496.8% | -265.8% | +23.5% |
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