+34,839.7%
LOW vs BHP
+8,048.4%
+26,791.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | -10.1% | +4.0% | -14.1% | -11.2% |
| 3M | -2.9% | +12.3% | -15.2% | -6.5% |
| 6M | -19.4% | +30.8% | -50.2% | -26.2% |
| YTD | -15.4% | +58.8% | -74.2% | -27.2% |
| 1Y | -24.9% | +76.8% | -101.8% | -37.6% |
| 3Y | -7.8% | +87.5% | -95.3% | -25.8% |
| 5Y | +8.4% | +123.9% | -115.5% | -19.8% |
| 10Y | +226.8% | +504.4% | -277.6% | +76.2% |
| All | +34,839.7% | +8,048.4% | +26,791.3% | +8,160.7% |
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