+563.1%
HPE vs BHP
+496.8%
+66.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.6% |
| 7D | +19.4% | -3.6% | +23.0% | +21.7% |
| 30D | +5.6% | -1.2% | +6.8% | +6.0% |
| 3M | +33.1% | +1.2% | +31.9% | +31.8% |
| 6M | +192.5% | +21.4% | +171.0% | +165.2% |
| YTD | +160.9% | +50.4% | +110.5% | +112.1% |
| 1Y | +155.0% | +67.5% | +87.5% | +96.4% |
| 3Y | +289.4% | +72.8% | +216.6% | +188.7% |
| 5Y | +395.7% | +112.6% | +283.1% | +216.1% |
| All | +563.1% | +496.8% | +66.3% | +171.5% |
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