+213.7%
ICE vs BHP
+496.8%
-283.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | -3.6% | +1.2% | -1.6% |
| 30D | +4.0% | -1.2% | +5.2% | +4.2% |
| 3M | +13.7% | +1.2% | +12.5% | +12.9% |
| 6M | +0.9% | +21.4% | -20.5% | -4.9% |
| YTD | -2.1% | +50.4% | -52.6% | -13.5% |
| 1Y | -9.5% | +67.5% | -77.0% | -22.5% |
| 3Y | +42.1% | +72.8% | -30.7% | +18.3% |
| 5Y | +41.4% | +112.6% | -71.2% | +7.8% |
| All | +213.7% | +496.8% | -283.2% | +73.2% |
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 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