+40.9%
ICE vs BHP
+119.2%
-78.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +15.1% | -4.5% | +19.6% | +15.8% |
| 3M | +15.4% | -6.9% | +22.3% | +16.4% |
| 6M | +16.1% | -10.6% | +26.7% | +17.6% |
| YTD | +11.4% | +37.2% | -25.8% | +2.5% |
| 1Y | +18.5% | +48.0% | -29.6% | +7.1% |
| 3Y | +70.5% | +52.6% | +18.0% | +50.2% |
| All | +40.9% | +119.2% | -78.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling