+67.9%
NI vs BHP
+72.0%
-4.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | 0.0% |
| 7D | -0.6% | -3.7% | +3.1% | -0.2% |
| 30D | -1.4% | -0.8% | -0.6% | -1.4% |
| 3M | -10.6% | +7.6% | -18.2% | -11.6% |
| 6M | -9.9% | +20.8% | -30.7% | -12.9% |
| YTD | +1.2% | +50.8% | -49.6% | -5.8% |
| 1Y | +4.4% | +70.9% | -66.5% | -5.0% |
| All | +67.9% | +72.0% | -4.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling