+196.2%
ON vs BHP
+3,651.4%
-3,455.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.2% | -5.5% |
| 7D | -2.2% | +1.3% | -3.4% | -3.0% |
| 30D | -12.4% | +4.0% | -16.4% | -14.8% |
| 3M | -41.2% | +12.3% | -53.5% | -45.3% |
| 6M | +25.0% | +30.8% | -5.8% | +6.7% |
| YTD | +31.3% | +58.8% | -27.5% | -0.5% |
| 1Y | +45.4% | +76.8% | -31.4% | +3.6% |
| 3Y | -27.4% | +87.5% | -114.9% | -50.2% |
| 5Y | +58.5% | +123.9% | -65.4% | -4.4% |
| 10Y | +561.8% | +504.4% | +57.5% | +132.8% |
| All | +196.2% | +3,651.4% | -3,455.2% | -64.5% |
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