+6,406.1%
OMC vs BHP
+6,941.2%
-535.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +12.2% | -4.5% | +16.7% | +13.5% |
| 3M | +0.6% | -6.9% | +7.5% | +2.2% |
| 6M | +21.0% | -10.6% | +31.6% | +23.6% |
| YTD | +12.4% | +37.2% | -24.8% | +0.2% |
| 1Y | +25.4% | +48.0% | -22.6% | +9.3% |
| 3Y | +29.2% | +52.6% | -23.4% | +9.8% |
| 5Y | +52.6% | +116.5% | -63.9% | +13.9% |
| 10Y | +53.6% | +334.9% | -281.3% | -9.2% |
| All | +6,406.1% | +6,941.2% | -535.1% | +1,933.7% |
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