+21.3%
MAR vs BHP
-9.1%
+30.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +13.8% | -4.5% | +18.3% | +14.2% |
| 3M | +20.3% | -6.9% | +27.2% | +20.8% |
| 6M | +21.3% | -10.6% | +31.9% | +22.2% |
| All | +21.3% | -9.1% | +30.4% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling