+8.5%
IR vs BHP
+87.4%
-78.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.3% |
| 7D | +0.6% | +1.3% | -0.6% | +0.1% |
| 30D | -13.6% | +4.0% | -17.6% | -15.1% |
| 3M | +3.7% | +12.3% | -8.6% | -1.6% |
| 6M | -13.1% | +30.8% | -43.9% | -23.3% |
| YTD | -5.1% | +58.8% | -63.9% | -23.1% |
| 1Y | -6.5% | +76.8% | -83.3% | -27.8% |
| 3Y | +8.5% | +87.5% | -79.0% | -22.5% |
| All | +8.5% | +87.4% | -78.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling