+14,142.9%
NUE vs BHP
+8,071.5%
+6,071.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -2.3% | +0.9% | -3.2% | -2.8% |
| 30D | -6.1% | +4.0% | -10.1% | -8.4% |
| 3M | +1.7% | +11.3% | -9.6% | -5.0% |
| 6M | +53.1% | +29.3% | +23.8% | +30.8% |
| YTD | +59.0% | +59.2% | -0.2% | +20.5% |
| 1Y | +85.3% | +80.8% | +4.5% | +30.6% |
| 3Y | +63.2% | +88.0% | -24.8% | +10.1% |
| 5Y | +146.8% | +126.6% | +20.1% | +47.0% |
| 10Y | +584.3% | +515.7% | +68.6% | +131.8% |
| All | +14,142.9% | +8,071.5% | +6,071.4% | +2,026.4% |
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