+132.3%
HON vs BHP
+496.8%
-364.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.5% | -3.6% | +0.2% | -2.2% |
| 30D | -13.8% | -1.2% | -12.6% | -13.6% |
| 3M | -11.7% | +1.2% | -12.9% | -12.6% |
| 6M | -18.7% | +21.4% | -40.1% | -25.0% |
| YTD | +0.2% | +50.4% | -50.2% | -14.8% |
| 1Y | -3.1% | +67.5% | -70.6% | -21.2% |
| 3Y | +17.0% | +72.8% | -55.8% | -8.3% |
| 5Y | +2.0% | +112.6% | -110.6% | -30.1% |
| All | +132.3% | +496.8% | -364.5% | +6.3% |
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 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