+274.5%
IR vs BHP
+401.9%
-127.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +2.0% |
| 7D | -3.1% | -3.7% | +0.7% | -1.3% |
| 30D | -14.0% | -0.8% | -13.2% | -13.9% |
| 3M | +3.7% | +7.6% | -3.9% | -1.1% |
| 6M | -15.4% | +20.8% | -36.2% | -24.6% |
| YTD | -7.7% | +50.8% | -58.4% | -27.1% |
| 1Y | -8.8% | +70.9% | -79.7% | -33.0% |
| 3Y | +5.6% | +78.0% | -72.4% | -26.1% |
| 5Y | +34.3% | +113.1% | -78.8% | -19.9% |
| All | +274.5% | +401.9% | -127.4% | +25.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling