+87.8%
NUE vs BHP
+53.4%
+34.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -3.0% |
| 7D | -1.4% | -2.5% | +1.1% | -0.6% |
| 30D | +6.6% | -7.7% | +14.3% | +9.4% |
| 3M | -2.0% | -6.4% | +4.4% | -0.4% |
| 6M | +19.2% | +5.2% | +14.1% | +15.4% |
| YTD | +65.6% | +38.3% | +27.3% | +39.8% |
| 1Y | +87.8% | +53.4% | +34.5% | +51.1% |
| All | +87.8% | +53.4% | +34.4% | +51.1% |
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