+5,122.5%
NI vs BHP
+8,048.4%
-2,925.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | -1.7% | +4.0% | -5.6% | -2.5% |
| 3M | -8.0% | +12.3% | -20.3% | -10.5% |
| 6M | -8.6% | +30.8% | -39.5% | -14.3% |
| YTD | +2.3% | +58.8% | -56.4% | -7.9% |
| 1Y | +6.9% | +76.8% | -69.9% | -6.1% |
| 3Y | +70.6% | +87.5% | -16.9% | +46.2% |
| 5Y | +96.4% | +123.9% | -27.5% | +58.9% |
| 10Y | +136.1% | +504.4% | -368.2% | +49.4% |
| All | +5,122.5% | +8,048.4% | -2,925.9% | +2,171.3% |
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