+302.3%
NEM vs BHP
+496.8%
-194.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.0% | -3.6% | +2.6% | +0.5% |
| 30D | +7.8% | -1.2% | +9.0% | +8.5% |
| 3M | +30.2% | +1.2% | +29.0% | +29.9% |
| 6M | +9.6% | +21.4% | -11.8% | +2.0% |
| YTD | +27.8% | +50.4% | -22.6% | +10.0% |
| 1Y | +60.7% | +67.5% | -6.8% | +32.9% |
| 3Y | +245.3% | +72.8% | +172.5% | +179.7% |
| 5Y | +155.3% | +112.6% | +42.7% | +90.2% |
| All | +302.3% | +496.8% | -194.5% | +86.9% |
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