+488.5%
NDAQ vs BHP
+333.8%
+154.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +18.0% | -4.5% | +22.5% | +19.2% |
| 3M | +11.5% | -6.9% | +18.4% | +13.2% |
| 6M | +21.1% | -10.6% | +31.6% | +23.5% |
| YTD | +12.8% | +37.2% | -24.4% | +1.0% |
| 1Y | +25.7% | +48.0% | -22.3% | +10.0% |
| 3Y | +116.8% | +52.6% | +64.3% | +84.3% |
| 5Y | +67.3% | +116.5% | -49.2% | +22.8% |
| All | +488.5% | +333.8% | +154.7% | +232.5% |
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