+155.9%
NUE vs BHP
+110.7%
+45.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.6% | -3.6% | +3.0% | +1.1% |
| 30D | -4.6% | -1.2% | -3.4% | -4.4% |
| 3M | -0.3% | +1.2% | -1.5% | -1.9% |
| 6M | +51.9% | +21.4% | +30.5% | +34.5% |
| YTD | +60.0% | +50.4% | +9.6% | +24.9% |
| 1Y | +82.9% | +67.5% | +15.4% | +34.1% |
| 3Y | +66.0% | +72.8% | -6.8% | +15.8% |
| All | +155.9% | +110.7% | +45.2% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling