+230.7%
GM vs BHP
+183.6%
+47.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | -4.6% | +4.0% | -8.6% | -6.5% |
| 3M | +0.2% | +11.3% | -11.0% | -5.2% |
| 6M | +12.6% | +29.3% | -16.7% | -1.4% |
| YTD | +3.7% | +59.2% | -55.5% | -18.2% |
| 1Y | +45.6% | +80.8% | -35.2% | +7.7% |
| 3Y | +162.0% | +88.0% | +74.0% | +84.9% |
| 5Y | +80.5% | +126.6% | -46.2% | +11.9% |
| 10Y | +231.3% | +515.7% | -284.4% | +27.6% |
| All | +230.7% | +183.6% | +47.1% | +75.0% |
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