+479.7%
NEM vs BHP
+8,071.5%
-7,591.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | +10.0% | +4.0% | +6.0% | +8.5% |
| 3M | +30.9% | +11.3% | +19.6% | +26.3% |
| 6M | +10.5% | +29.3% | -18.8% | +1.4% |
| YTD | +29.7% | +59.2% | -29.5% | +10.8% |
| 1Y | +71.1% | +80.8% | -9.7% | +39.8% |
| 3Y | +252.1% | +88.0% | +164.1% | +181.4% |
| 5Y | +157.7% | +126.6% | +31.1% | +88.7% |
| 10Y | +319.4% | +515.7% | -196.4% | +103.5% |
| All | +479.7% | +8,071.5% | -7,591.8% | +60.9% |
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 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