+245.3%
HD vs BHP
+345.2%
-99.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -1.2% | +2.4% | -3.6% | -1.9% |
| 30D | +20.9% | -5.4% | +26.3% | +22.8% |
| 3M | -0.2% | -6.9% | +6.7% | +1.7% |
| 6M | +14.5% | -4.3% | +18.8% | +14.9% |
| YTD | +4.3% | +41.6% | -37.3% | -8.7% |
| 1Y | -3.5% | +53.3% | -56.8% | -17.8% |
| 3Y | +30.1% | +58.4% | -28.2% | +7.3% |
| 5Y | +8.5% | +121.3% | -112.8% | -24.5% |
| 10Y | +245.3% | +349.0% | -103.7% | +71.1% |
| All | +245.3% | +345.2% | -99.9% | +71.1% |
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