+420.3%
NVT vs BHP
+110.7%
+309.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.7% |
| 7D | +4.1% | -3.6% | +7.7% | +5.7% |
| 30D | -5.1% | -1.2% | -3.9% | -5.0% |
| 3M | -1.2% | +1.2% | -2.4% | -2.3% |
| 6M | +46.6% | +21.4% | +25.2% | +34.0% |
| YTD | +60.0% | +50.4% | +9.6% | +34.3% |
| 1Y | +70.8% | +67.5% | +3.3% | +37.2% |
| 3Y | +187.5% | +72.8% | +114.7% | +123.3% |
| All | +420.3% | +110.7% | +309.6% | +272.1% |
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 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