+8,892.5%
ITW vs BHP
+8,071.5%
+821.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | -10.4% | +4.0% | -14.4% | -11.7% |
| 3M | +3.5% | +11.3% | -7.7% | -0.7% |
| 6M | -3.4% | +29.3% | -32.7% | -12.3% |
| YTD | +8.5% | +59.2% | -50.7% | -8.5% |
| 1Y | +3.2% | +80.8% | -77.6% | -16.9% |
| 3Y | +18.9% | +88.0% | -69.1% | -7.0% |
| 5Y | +35.0% | +126.6% | -91.6% | -4.0% |
| 10Y | +188.6% | +515.7% | -327.1% | +42.4% |
| All | +8,892.5% | +8,071.5% | +821.0% | +2,034.0% |
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