+57.4%
HL vs BHP
+8,048.4%
-7,991.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.2% |
| 7D | +7.1% | +1.3% | +5.8% | +6.2% |
| 30D | +21.4% | +4.0% | +17.5% | +18.5% |
| 3M | +37.4% | +12.3% | +25.1% | +28.2% |
| 6M | +0.4% | +30.8% | -30.4% | -14.2% |
| YTD | +6.7% | +58.8% | -52.1% | -19.4% |
| 1Y | +102.4% | +76.8% | +25.5% | +43.5% |
| 3Y | +417.4% | +87.5% | +330.0% | +256.4% |
| 5Y | +243.3% | +123.9% | +119.4% | +110.9% |
| 10Y | +242.6% | +504.4% | -261.8% | +14.3% |
| All | +57.4% | +8,048.4% | -7,991.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling