+5.2%
LOW vs BHP
+110.7%
-105.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -3.6% | -0.1% | -3.0% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | -10.4% | +1.2% | -11.6% | -10.9% |
| 6M | -19.4% | +21.4% | -40.8% | -23.5% |
| YTD | -17.1% | +50.4% | -67.5% | -25.3% |
| 1Y | -26.3% | +67.5% | -93.8% | -35.3% |
| 3Y | -9.9% | +72.8% | -82.7% | -22.5% |
| All | +5.2% | +110.7% | -105.5% | -12.5% |
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 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