+779.7%
MSCI vs BHP
+363.1%
+416.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.4% |
| 7D | +1.5% | +3.5% | -2.0% | +0.3% |
| 30D | +14.4% | -4.5% | +18.9% | +15.9% |
| 3M | +15.2% | -6.4% | +21.5% | +17.1% |
| 6M | +11.2% | -0.1% | +11.3% | +9.3% |
| YTD | +13.9% | +43.0% | -29.1% | -3.5% |
| 1Y | +12.5% | +56.5% | -44.0% | -8.2% |
| 3Y | +32.3% | +62.0% | -29.8% | +3.5% |
| 5Y | +4.9% | +130.4% | -125.5% | -31.7% |
| 10Y | +779.7% | +349.1% | +430.7% | +307.5% |
| All | +779.7% | +363.1% | +416.6% | +307.5% |
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