+302.5%
NSC vs BHP
+363.1%
-60.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.4% |
| 7D | -5.4% | +3.5% | -8.8% | -6.7% |
| 30D | +2.9% | -4.5% | +7.4% | +4.6% |
| 3M | -2.2% | -6.4% | +4.2% | -0.1% |
| 6M | +5.3% | -0.1% | +5.3% | +3.4% |
| YTD | +14.8% | +43.0% | -28.3% | -4.4% |
| 1Y | +16.6% | +56.5% | -40.0% | -6.8% |
| 3Y | +78.6% | +62.0% | +16.5% | +36.4% |
| 5Y | +27.2% | +130.4% | -103.2% | -23.0% |
| 10Y | +302.5% | +349.1% | -46.5% | +70.7% |
| All | +302.5% | +363.1% | -60.6% | +70.7% |
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 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