-2.7%
MSCI vs BHP
+76.4%
-79.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.7% |
| 7D | -2.1% | +1.3% | -3.3% | -2.0% |
| 30D | -1.7% | +4.0% | -5.7% | -1.6% |
| 3M | -8.2% | +12.3% | -20.5% | -7.8% |
| 6M | -2.4% | +30.8% | -33.3% | -2.4% |
| YTD | -2.8% | +58.8% | -61.6% | -5.7% |
| 1Y | -2.7% | +76.8% | -79.5% | -8.1% |
| All | -2.7% | +76.4% | -79.0% | -8.1% |
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