+15,768.5%
NOC vs BHP
+7,909.4%
+7,859.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.2% | -2.9% | -2.3% | -4.7% |
| 30D | -7.2% | +3.4% | -10.6% | -7.9% |
| 3M | -5.1% | +4.1% | -9.2% | -6.1% |
| 6M | -31.1% | +20.6% | -51.7% | -33.9% |
| YTD | -8.6% | +56.1% | -64.6% | -16.6% |
| 1Y | -9.7% | +69.6% | -79.3% | -19.1% |
| 3Y | +24.3% | +78.8% | -54.5% | +8.8% |
| 5Y | +52.6% | +113.1% | -60.4% | +26.4% |
| 10Y | +183.6% | +505.9% | -322.3% | +86.5% |
| All | +15,768.5% | +7,909.4% | +7,859.1% | +6,562.6% |
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 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