+66.2%
NDAQ vs BHP
+119.2%
-53.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +18.0% | -4.5% | +22.5% | +18.8% |
| 3M | +11.5% | -6.9% | +18.4% | +12.7% |
| 6M | +21.1% | -10.6% | +31.6% | +22.9% |
| YTD | +12.8% | +37.2% | -24.4% | +3.7% |
| 1Y | +25.7% | +48.0% | -22.3% | +13.6% |
| 3Y | +116.8% | +52.6% | +64.3% | +90.4% |
| All | +66.2% | +119.2% | -53.0% | +29.8% |
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