-53.6%
IT vs BHP
+53.3%
-107.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -1.8% | -4.5% | +2.7% | -1.6% |
| 3M | +4.8% | -6.9% | +11.7% | +5.1% |
| 6M | +33.0% | -10.6% | +43.6% | +34.1% |
| YTD | -23.8% | +37.2% | -61.0% | -30.0% |
| 1Y | -16.5% | +48.0% | -64.6% | -25.1% |
| 3Y | -53.6% | +52.6% | -106.2% | -60.6% |
| All | -53.6% | +53.3% | -107.0% | -60.6% |
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