+5,221.5%
O vs BHP
+3,005.0%
+2,216.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 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% | -1.8% |
| 1Y | +9.7% | +48.0% | -38.4% | -3.4% |
| 3Y | +39.1% | +52.6% | -13.4% | +19.4% |
| 5Y | +8.4% | +116.5% | -108.1% | -18.3% |
| 10Y | +80.2% | +334.9% | -254.8% | +7.4% |
| All | +5,221.5% | +3,005.0% | +2,216.4% | +2,156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling