-25.5%
IT vs BHP
+70.6%
-96.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.2% |
| 7D | -3.7% | -3.6% | 0.0% | -4.1% |
| 30D | +0.1% | -1.2% | +1.3% | 0.0% |
| 3M | +20.7% | +1.2% | +19.5% | +21.6% |
| 6M | +12.0% | +21.4% | -9.4% | +17.1% |
| YTD | -28.8% | +50.4% | -79.2% | -26.4% |
| 1Y | -25.5% | +67.5% | -93.0% | -25.3% |
| All | -25.5% | +70.6% | -96.1% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling