+1,381.0%
NET vs BHP
+160.9%
+1,220.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.6% |
| 7D | -16.4% | -2.5% | -13.8% | -15.5% |
| 30D | -25.8% | -7.7% | -18.1% | -23.4% |
| 3M | -11.5% | -6.4% | -5.2% | -9.6% |
| 6M | +18.9% | +5.2% | +13.8% | +14.7% |
| YTD | +35.2% | +38.3% | -3.1% | +14.3% |
| 1Y | +14.5% | +53.4% | -38.9% | -7.6% |
| 3Y | +313.8% | +51.9% | +261.9% | +228.5% |
| 5Y | +32.6% | +123.7% | -91.2% | -6.6% |
| All | +1,381.0% | +160.9% | +1,220.1% | +792.3% |
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