-7.5%
MSCI vs BHP
+115.8%
-123.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | +0.6% | +3.4% | -2.8% | -0.4% |
| 3M | -7.1% | +4.1% | -11.1% | -8.5% |
| 6M | +0.8% | +20.6% | -19.8% | -5.1% |
| YTD | +1.0% | +56.1% | -55.1% | -12.7% |
| 1Y | +4.3% | +69.6% | -65.3% | -12.4% |
| 3Y | +9.9% | +78.8% | -68.9% | -11.7% |
| All | -7.5% | +115.8% | -123.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling