+256.9%
HL vs BHP
+496.8%
-239.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -4.4% | -3.6% | -0.7% | -1.2% |
| 30D | +9.3% | -1.2% | +10.5% | +10.6% |
| 3M | +32.0% | +1.2% | +30.8% | +31.6% |
| 6M | -6.4% | +21.4% | -27.8% | -19.3% |
| YTD | +3.1% | +50.4% | -47.3% | -25.3% |
| 1Y | +77.6% | +67.5% | +10.1% | +18.3% |
| 3Y | +392.8% | +72.8% | +320.0% | +220.0% |
| 5Y | +234.1% | +112.6% | +121.5% | +80.0% |
| All | +256.9% | +496.8% | -239.9% | -20.2% |
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