+37.6%
ITW vs BHP
+110.7%
-73.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | -8.3% | -1.2% | -7.1% | -8.2% |
| 3M | +6.0% | +1.2% | +4.8% | +5.2% |
| 6M | 0.0% | +21.4% | -21.4% | -6.2% |
| YTD | +10.2% | +50.4% | -40.2% | -2.8% |
| 1Y | +3.2% | +67.5% | -64.3% | -11.9% |
| 3Y | +21.0% | +72.8% | -51.8% | +0.5% |
| All | +37.6% | +110.7% | -73.1% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling