+1,464.0%
NRG vs BHP
+1,511.4%
-47.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -0.8% |
| 7D | -0.2% | -3.7% | +3.6% | +1.5% |
| 30D | -6.8% | -0.8% | -5.9% | -6.7% |
| 3M | -7.1% | +7.6% | -14.7% | -11.1% |
| 6M | -27.6% | +20.8% | -48.4% | -34.5% |
| YTD | -29.2% | +50.8% | -80.0% | -42.2% |
| 1Y | -29.9% | +70.9% | -100.8% | -46.0% |
| 3Y | +198.7% | +78.0% | +120.7% | +120.5% |
| 5Y | +192.9% | +113.1% | +79.8% | +88.7% |
| 10Y | +1,084.1% | +483.0% | +601.1% | +331.8% |
| All | +1,464.0% | +1,511.4% | -47.4% | +300.7% |
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