+15.5%
NSC vs BHP
+54.8%
-39.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.5% |
| 7D | -5.4% | +3.5% | -8.8% | -5.7% |
| 30D | +2.9% | -4.5% | +7.4% | +3.3% |
| 3M | -2.2% | -6.4% | +4.2% | -1.7% |
| 6M | +5.3% | -0.1% | +5.3% | +4.7% |
| YTD | +14.8% | +43.0% | -28.3% | +6.5% |
| All | +15.5% | +54.8% | -39.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling