+58.9%
NOC vs BHP
+112.0%
-53.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.1% |
| 7D | -1.8% | -3.7% | +2.0% | -1.4% |
| 30D | -9.4% | -0.8% | -8.6% | -9.5% |
| 3M | -3.8% | +7.6% | -11.4% | -4.7% |
| 6M | -28.8% | +20.8% | -49.6% | -30.3% |
| YTD | -7.9% | +50.8% | -58.6% | -12.0% |
| 1Y | -9.0% | +70.9% | -80.0% | -14.3% |
| 3Y | +29.1% | +78.0% | -48.9% | +19.9% |
| 5Y | +58.9% | +113.1% | -54.1% | +45.4% |
| All | +58.9% | +112.0% | -53.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling