+228.7%
HL vs BHP
+110.7%
+118.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -4.4% | -3.6% | -0.7% | -1.0% |
| 30D | +9.3% | -1.2% | +10.5% | +10.7% |
| 3M | +32.0% | +1.2% | +30.8% | +31.5% |
| 6M | -6.4% | +21.4% | -27.8% | -20.1% |
| YTD | +3.1% | +50.4% | -47.3% | -26.6% |
| 1Y | +77.6% | +67.5% | +10.1% | +15.9% |
| 3Y | +392.8% | +72.8% | +320.0% | +213.1% |
| All | +228.7% | +110.7% | +118.0% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling