+2,583.6%
ICE vs BHP
+672.6%
+1,911.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.9% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +15.1% | -4.5% | +19.6% | +16.8% |
| 3M | +15.4% | -6.9% | +22.3% | +17.8% |
| 6M | +16.1% | -10.6% | +26.7% | +19.2% |
| YTD | +11.4% | +37.2% | -25.8% | -5.9% |
| 1Y | +18.5% | +48.0% | -29.6% | -3.1% |
| 3Y | +70.5% | +52.6% | +18.0% | +33.2% |
| 5Y | +40.9% | +116.5% | -75.5% | -9.9% |
| 10Y | +260.6% | +334.9% | -74.4% | +48.9% |
| All | +2,583.6% | +672.6% | +1,911.0% | +511.0% |
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