+13.7%
MSCI vs BHP
+54.8%
-41.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.1% |
| 7D | +1.5% | +3.5% | -2.0% | +1.7% |
| 30D | +14.4% | -4.5% | +18.9% | +14.1% |
| 3M | +15.2% | -6.4% | +21.5% | +14.9% |
| 6M | +11.2% | -0.1% | +11.3% | +11.9% |
| YTD | +13.9% | +43.0% | -29.1% | +14.4% |
| All | +13.7% | +54.8% | -41.2% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling