+1,045.0%
IJH vs BHP
+3,787.0%
-2,742.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +1.0% |
| 7D | -2.5% | -3.7% | +1.2% | -1.2% |
| 30D | -5.0% | -0.8% | -4.2% | -4.9% |
| 3M | +0.5% | +7.6% | -7.1% | -2.8% |
| 6M | +8.2% | +20.8% | -12.6% | -0.2% |
| YTD | +12.5% | +50.8% | -38.3% | -5.0% |
| 1Y | +14.4% | +70.9% | -56.5% | -8.0% |
| 3Y | +49.5% | +78.0% | -28.5% | +16.5% |
| 5Y | +47.8% | +113.1% | -65.3% | +4.4% |
| 10Y | +180.4% | +483.0% | -302.6% | +32.4% |
| All | +1,045.0% | +3,787.0% | -2,742.0% | +215.3% |
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 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