+76.2%
O vs BHP
+333.8%
-257.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +7.1% | -4.5% | +11.7% | +8.2% |
| 3M | -5.2% | -6.9% | +1.6% | -3.8% |
| 6M | -1.8% | -10.6% | +8.8% | +0.1% |
| YTD | +9.1% | +37.2% | -28.1% | -2.1% |
| 1Y | +9.7% | +48.0% | -38.4% | -3.8% |
| 3Y | +39.1% | +52.6% | -13.4% | +18.6% |
| 5Y | +8.4% | +116.5% | -108.1% | -21.2% |
| All | +76.2% | +333.8% | -257.6% | -3.4% |
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 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