+30.3%
O vs BHP
+87.4%
-57.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -0.6% | +1.3% | -1.8% | -0.7% |
| 30D | -2.0% | +4.0% | -5.9% | -2.4% |
| 3M | +3.0% | +12.3% | -9.3% | +1.3% |
| 6M | -3.6% | +30.8% | -34.5% | -7.9% |
| YTD | +12.1% | +58.8% | -46.7% | +3.3% |
| 1Y | +8.9% | +76.8% | -68.0% | -1.7% |
| 3Y | +30.3% | +87.5% | -57.1% | +13.9% |
| All | +30.3% | +87.4% | -57.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling