-6.8%
GS vs BHP
-0.9%
-5.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.3% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | -2.4% | -6.3% | +3.8% | +0.9% |
| 3M | -15.7% | -7.1% | -8.6% | -12.9% |
| 6M | -6.8% | -3.2% | -3.6% | -6.0% |
| All | -6.8% | -0.9% | -5.8% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling