+50.9%
O vs BHP
+498.2%
-447.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +0.5% |
| 7D | -3.5% | -3.7% | +0.2% | -2.6% |
| 30D | -3.3% | -0.8% | -2.5% | -3.2% |
| 3M | -2.8% | +7.6% | -10.4% | -5.3% |
| 6M | -5.8% | +20.8% | -26.6% | -11.6% |
| YTD | +9.4% | +50.8% | -41.4% | -3.9% |
| 1Y | +5.7% | +70.9% | -65.2% | -10.7% |
| 3Y | +27.2% | +78.0% | -50.8% | +4.1% |
| 5Y | +17.2% | +113.1% | -95.9% | -13.2% |
| All | +50.9% | +498.2% | -447.3% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling