+336.0%
IR vs BHP
+371.5%
-35.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.5% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | +7.6% | -5.4% | +12.9% | +10.5% |
| 3M | +0.1% | -6.9% | +6.9% | +3.1% |
| 6M | +14.0% | -4.3% | +18.3% | +14.5% |
| YTD | +7.5% | +41.6% | -34.2% | -12.6% |
| 1Y | +10.1% | +53.3% | -43.2% | -14.2% |
| 3Y | +24.9% | +58.4% | -33.5% | -7.2% |
| 5Y | +46.9% | +121.3% | -74.4% | -14.7% |
| All | +336.0% | +371.5% | -35.5% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling