+101.9%
HAS vs BHP
+363.1%
-261.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.4% |
| 7D | +2.2% | +3.5% | -1.3% | +0.9% |
| 30D | +29.6% | -4.5% | +34.0% | +31.4% |
| 3M | +30.3% | -6.4% | +36.6% | +32.5% |
| 6M | +25.6% | -0.1% | +25.7% | +23.5% |
| YTD | +50.8% | +43.0% | +7.8% | +28.5% |
| 1Y | +63.0% | +56.5% | +6.5% | +34.0% |
| 3Y | +211.6% | +62.0% | +149.5% | +148.9% |
| 5Y | +50.4% | +130.4% | -80.0% | 0.0% |
| 10Y | +101.9% | +349.1% | -247.2% | -1.7% |
| All | +101.9% | +363.1% | -261.2% | -1.7% |
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