+140.2%
NI vs BHP
+496.8%
-356.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | -3.6% | +3.7% | +0.7% |
| 30D | -1.4% | -1.2% | -0.2% | -1.3% |
| 3M | -10.6% | +1.2% | -11.8% | -11.1% |
| 6M | -9.3% | +21.4% | -30.7% | -13.7% |
| YTD | +1.1% | +50.4% | -49.3% | -8.2% |
| 1Y | +3.4% | +67.5% | -64.1% | -8.6% |
| 3Y | +67.9% | +72.8% | -4.9% | +45.4% |
| 5Y | +98.0% | +112.6% | -14.6% | +59.7% |
| All | +140.2% | +496.8% | -356.7% | +45.4% |
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