+207.2%
ON vs BHP
+3,183.3%
-2,976.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.3% |
| 7D | +17.0% | +2.5% | +14.6% | +15.5% |
| 30D | -3.9% | -5.2% | +1.4% | -0.6% |
| 3M | -11.5% | -8.7% | -2.8% | -6.9% |
| 6M | -29.2% | -6.9% | -22.3% | -26.1% |
| YTD | +36.2% | +39.0% | -2.8% | +11.8% |
| 1Y | +49.6% | +48.9% | +0.7% | +18.0% |
| 3Y | +9.4% | +55.4% | -45.9% | -16.0% |
| 5Y | +25.8% | +119.2% | -93.4% | -22.5% |
| 10Y | +557.1% | +340.5% | +216.6% | +177.0% |
| All | +207.2% | +3,183.3% | -2,976.0% | -60.2% |
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