+227.5%
LOW vs BHP
+496.8%
-269.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -3.6% | -0.1% | -2.6% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | -10.4% | +1.2% | -11.6% | -11.3% |
| 6M | -19.4% | +21.4% | -40.8% | -25.7% |
| YTD | -17.1% | +50.4% | -67.5% | -29.8% |
| 1Y | -26.3% | +67.5% | -93.8% | -40.2% |
| 3Y | -9.9% | +72.8% | -82.7% | -29.3% |
| 5Y | +6.1% | +112.6% | -106.5% | -27.5% |
| All | +227.5% | +496.8% | -269.3% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling