+196.1%
ON vs BHP
+3,141.7%
-2,945.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -2.9% |
| 7D | +12.2% | -0.5% | +12.7% | +12.7% |
| 30D | -3.1% | -4.5% | +1.4% | -0.3% |
| 3M | -12.9% | -6.9% | -6.0% | -9.4% |
| 6M | -38.6% | -10.6% | -28.0% | -34.5% |
| YTD | +31.2% | +37.2% | -6.0% | +8.6% |
| 1Y | +47.6% | +48.0% | -0.4% | +16.9% |
| 3Y | +6.6% | +52.6% | -45.9% | -17.3% |
| 5Y | +21.3% | +116.5% | -95.2% | -24.8% |
| 10Y | +533.3% | +334.9% | +198.4% | +169.1% |
| All | +196.1% | +3,141.7% | -2,945.6% | -61.3% |
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