+112.5%
NET vs BHP
+115.8%
-3.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -7.0% | -5.0% | -2.0% | -4.6% |
| 30D | -4.8% | +1.2% | -6.0% | -5.6% |
| 3M | +3.8% | +1.8% | +2.0% | +2.0% |
| 6M | +50.0% | +18.0% | +32.0% | +34.2% |
| YTD | +41.5% | +52.7% | -11.2% | +8.1% |
| 1Y | +32.8% | +66.0% | -33.1% | -3.5% |
| 3Y | +335.9% | +78.8% | +257.1% | +192.8% |
| All | +112.5% | +115.8% | -3.4% | +38.0% |
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