+1,065.2%
NRG vs BHP
+496.8%
+568.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.7% | -3.6% | -1.1% | -3.4% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | -8.0% | +1.2% | -9.1% | -9.1% |
| 6M | -23.2% | +21.4% | -44.6% | -29.5% |
| YTD | -28.1% | +50.4% | -78.5% | -39.2% |
| 1Y | -27.3% | +67.5% | -94.8% | -41.0% |
| 3Y | +208.7% | +72.8% | +135.8% | +142.3% |
| 5Y | +197.7% | +112.6% | +85.1% | +106.3% |
| All | +1,065.2% | +496.8% | +568.3% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling