-51.3%
IT vs BHP
+72.0%
-123.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.9% | +1.1% |
| 7D | -12.7% | -3.7% | -9.0% | -12.4% |
| 30D | -8.9% | -0.8% | -8.0% | -8.9% |
| 3M | +10.1% | +7.6% | +2.5% | +9.2% |
| 6M | +7.3% | +20.8% | -13.5% | +4.3% |
| YTD | -32.4% | +50.8% | -83.1% | -38.2% |
| 1Y | -26.6% | +70.9% | -97.6% | -35.5% |
| All | -51.3% | +72.0% | -123.3% | -58.7% |
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