+210.2%
HD vs BHP
+503.2%
-293.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -10.8% | +4.0% | -14.9% | -12.1% |
| 3M | -2.7% | +11.3% | -13.9% | -6.4% |
| 6M | -10.3% | +29.3% | -39.6% | -18.2% |
| YTD | -7.8% | +59.2% | -67.0% | -22.0% |
| 1Y | -23.1% | +80.8% | -104.0% | -37.9% |
| 3Y | +2.0% | +88.0% | -86.0% | -20.2% |
| 5Y | +6.2% | +126.6% | -120.4% | -25.8% |
| 10Y | +210.2% | +515.7% | -305.6% | +42.1% |
| All | +210.2% | +503.2% | -293.0% | +42.1% |
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