+6,045.6%
IT vs BHP
+4,773.0%
+1,272.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -6.0% | -2.9% | -3.1% | -5.2% |
| 30D | 0.0% | +3.4% | -3.4% | -1.1% |
| 3M | +13.1% | +4.1% | +9.0% | +10.9% |
| 6M | +11.7% | +20.6% | -8.9% | +3.8% |
| YTD | -26.1% | +56.1% | -82.2% | -37.2% |
| 1Y | -21.3% | +69.6% | -90.9% | -35.0% |
| 3Y | -46.7% | +78.8% | -125.6% | -57.5% |
| 5Y | -40.5% | +113.1% | -153.6% | -56.3% |
| 10Y | +103.9% | +505.9% | -402.0% | +4.1% |
| All | +6,045.6% | +4,773.0% | +1,272.7% | +1,567.0% |
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