-21.7%
ONON vs BHP
+116.2%
-137.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -3.6% | +1.5% | -0.6% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | -30.1% | +1.2% | -31.3% | -31.1% |
| 6M | -30.5% | +21.4% | -51.9% | -37.6% |
| YTD | -41.0% | +50.4% | -91.4% | -52.5% |
| 1Y | -36.7% | +67.5% | -104.2% | -51.7% |
| 3Y | -8.6% | +72.8% | -81.4% | -33.1% |
| All | -21.7% | +116.2% | -137.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling