-9.7%
NOC vs BHP
+65.8%
-75.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | -5.2% | -5.0% | -0.2% | -4.9% |
| 30D | -7.2% | +1.2% | -8.4% | -7.3% |
| 3M | -5.1% | +1.8% | -7.0% | -5.3% |
| 6M | -31.1% | +18.0% | -49.1% | -31.7% |
| YTD | -8.6% | +52.7% | -61.3% | -12.3% |
| 1Y | -9.7% | +66.0% | -75.7% | -13.4% |
| All | -9.7% | +65.8% | -75.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling