+208.7%
NRG vs BHP
+71.6%
+137.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.7% | -3.6% | -1.1% | -3.3% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | -8.0% | +1.2% | -9.1% | -9.0% |
| 6M | -23.2% | +21.4% | -44.6% | -30.3% |
| YTD | -28.1% | +50.4% | -78.5% | -40.1% |
| 1Y | -27.3% | +67.5% | -94.8% | -42.1% |
| 3Y | +208.7% | +72.8% | +135.8% | +125.5% |
| All | +208.7% | +71.6% | +137.1% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling