+45.8%
ON vs BHP
+71.4%
-25.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +2.5% |
| 7D | -4.7% | -3.7% | -1.0% | -2.4% |
| 30D | -13.5% | -0.8% | -12.6% | -13.7% |
| 3M | -36.3% | +7.6% | -43.9% | -40.6% |
| 6M | +17.8% | +20.8% | -3.0% | +2.0% |
| YTD | +29.6% | +50.8% | -21.2% | -5.5% |
| 1Y | +45.8% | +70.9% | -25.1% | -2.6% |
| All | +45.8% | +71.4% | -25.6% | -2.6% |
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 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