+2,316.3%
ICE vs BHP
+778.9%
+1,537.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | +7.6% | +3.4% | +4.3% | +6.0% |
| 3M | +13.9% | +4.1% | +9.9% | +11.0% |
| 6M | -2.4% | +20.6% | -22.9% | -11.4% |
| YTD | +0.3% | +56.1% | -55.8% | -19.0% |
| 1Y | -6.4% | +69.6% | -76.0% | -27.4% |
| 3Y | +43.1% | +78.8% | -35.7% | +5.2% |
| 5Y | +42.1% | +113.1% | -70.9% | -7.8% |
| 10Y | +220.9% | +505.9% | -285.0% | +14.2% |
| All | +2,316.3% | +778.9% | +1,537.4% | +425.9% |
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