+46.8%
IR vs BHP
+127.1%
-80.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.2% |
| 7D | +5.0% | +3.5% | +1.5% | +3.6% |
| 30D | +10.3% | -4.5% | +14.8% | +12.2% |
| 3M | -0.1% | -6.4% | +6.3% | +2.1% |
| 6M | +14.8% | -0.1% | +14.8% | +13.2% |
| YTD | +9.7% | +43.0% | -33.3% | -7.0% |
| 1Y | +12.2% | +56.5% | -44.3% | -8.3% |
| 3Y | +30.0% | +62.0% | -32.1% | +1.9% |
| 5Y | +46.8% | +130.4% | -83.6% | +1.5% |
| All | +46.8% | +127.1% | -80.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling