+5,838.5%
OMC vs BHP
+8,048.4%
-2,210.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -5.8% | +1.3% | -7.0% | -6.1% |
| 30D | -4.8% | +4.0% | -8.8% | -6.0% |
| 3M | +9.2% | +12.3% | -3.1% | +5.0% |
| 6M | -2.5% | +30.8% | -33.3% | -10.8% |
| YTD | +2.6% | +58.8% | -56.2% | -11.9% |
| 1Y | +5.9% | +76.8% | -70.9% | -12.2% |
| 3Y | +14.2% | +87.5% | -73.3% | -8.3% |
| 5Y | +33.2% | +123.9% | -90.6% | -1.2% |
| 10Y | +33.4% | +504.4% | -471.0% | -28.0% |
| All | +5,838.5% | +8,048.4% | -2,210.0% | +1,687.3% |
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