+291.3%
IR vs BHP
+419.5%
-128.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -1.4% |
| 30D | -15.1% | +3.4% | -18.5% | -16.8% |
| 3M | +6.1% | +4.1% | +2.0% | +2.9% |
| 6M | -16.8% | +20.6% | -37.4% | -25.7% |
| YTD | -3.5% | +56.1% | -59.6% | -25.1% |
| 1Y | -3.5% | +69.6% | -73.1% | -28.6% |
| 3Y | +9.5% | +78.8% | -69.3% | -23.4% |
| 5Y | +45.1% | +113.1% | -68.0% | -13.0% |
| All | +291.3% | +419.5% | -128.3% | +28.8% |
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