+54.8%
ON vs BHP
+65.8%
-11.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.7% |
| 7D | +2.4% | -5.0% | +7.4% | +6.1% |
| 30D | -3.3% | +1.2% | -4.5% | -4.7% |
| 3M | -43.6% | +1.8% | -45.4% | -44.8% |
| 6M | +19.0% | +18.0% | +0.9% | +4.9% |
| YTD | +37.4% | +52.7% | -15.4% | +0.7% |
| 1Y | +54.8% | +66.0% | -11.2% | +4.3% |
| All | +54.8% | +65.8% | -11.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling