+363.0%
NDAQ vs BHP
+496.8%
-133.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -5.6% | -3.6% | -1.9% | -4.7% |
| 30D | -4.4% | -1.2% | -3.2% | -4.2% |
| 3M | +5.9% | +1.2% | +4.7% | +5.1% |
| 6M | +7.7% | +21.4% | -13.7% | +1.0% |
| YTD | -5.2% | +50.4% | -55.6% | -16.8% |
| 1Y | -3.4% | +67.5% | -70.9% | -18.0% |
| 3Y | +85.6% | +72.8% | +12.8% | +53.0% |
| 5Y | +49.5% | +112.6% | -63.1% | +11.7% |
| All | +363.0% | +496.8% | -133.8% | +151.4% |
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 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