+2,417.1%
MSCI vs BHP
+255.6%
+2,161.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.5% |
| 30D | +0.6% | +3.4% | -2.8% | -1.0% |
| 3M | -7.1% | +4.1% | -11.1% | -9.6% |
| 6M | +0.8% | +20.6% | -19.8% | -8.4% |
| YTD | +1.0% | +56.1% | -55.1% | -18.1% |
| 1Y | +4.3% | +69.6% | -65.3% | -18.6% |
| 3Y | +9.9% | +78.8% | -68.9% | -18.4% |
| 5Y | -6.8% | +113.1% | -119.8% | -37.9% |
| 10Y | +614.7% | +505.9% | +108.8% | +184.0% |
| All | +2,417.1% | +255.6% | +2,161.5% | +844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling