+649.0%
P vs BHP
+339.3%
+309.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +4.4% |
| 7D | +17.8% | +2.5% | +15.4% | +16.4% |
| 30D | -29.9% | -5.2% | -24.6% | -27.7% |
| 3M | -1.2% | -8.7% | +7.5% | +3.3% |
| 6M | +32.1% | -6.9% | +39.0% | +36.6% |
| YTD | +64.3% | +39.0% | +25.3% | +37.7% |
| 1Y | +24.3% | +48.9% | -24.7% | +0.1% |
| 3Y | +203.2% | +55.4% | +147.9% | +133.8% |
| 5Y | +290.4% | +119.2% | +171.2% | +139.0% |
| All | +649.0% | +339.3% | +309.6% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling