+1,570.6%
HST vs BHP
+7,031.6%
-5,460.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | +3.6% | +2.5% | +1.2% | +2.4% |
| 30D | +9.9% | -5.2% | +15.1% | +12.4% |
| 3M | +12.9% | -8.7% | +21.7% | +17.1% |
| 6M | +22.9% | -6.9% | +29.7% | +24.9% |
| YTD | +52.4% | +39.0% | +13.5% | +27.0% |
| 1Y | +52.5% | +48.9% | +3.6% | +22.9% |
| 3Y | +87.4% | +55.4% | +32.1% | +44.6% |
| 5Y | +82.9% | +119.2% | -36.3% | +15.8% |
| 10Y | +134.8% | +340.5% | -205.8% | +2.2% |
| All | +1,570.6% | +7,031.6% | -5,460.9% | +204.4% |
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