+847.5%
MSCI vs BHP
+333.8%
+513.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +17.8% | -4.5% | +22.3% | +19.3% |
| 3M | +15.2% | -6.9% | +22.1% | +17.3% |
| 6M | +16.5% | -10.6% | +27.0% | +19.1% |
| YTD | +16.4% | +37.2% | -20.8% | -0.1% |
| 1Y | +16.8% | +48.0% | -31.2% | -2.8% |
| 3Y | +35.8% | +52.6% | -16.8% | +8.5% |
| 5Y | +7.0% | +116.5% | -109.5% | -28.7% |
| All | +847.5% | +333.8% | +513.7% | +346.4% |
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