+15.3%
O vs BHP
+126.1%
-110.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.3% | +0.9% | -3.2% | -2.4% |
| 30D | -2.4% | +4.0% | -6.5% | -3.0% |
| 3M | -0.6% | +11.3% | -11.8% | -2.3% |
| 6M | -5.0% | +29.3% | -34.3% | -9.3% |
| YTD | +10.4% | +59.2% | -48.8% | +1.6% |
| 1Y | +6.6% | +80.8% | -74.3% | -4.1% |
| 3Y | +28.4% | +88.0% | -59.6% | +13.5% |
| 5Y | +15.3% | +126.6% | -111.4% | -2.5% |
| All | +15.3% | +126.1% | -110.8% | -2.5% |
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 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