+291.1%
P vs BHP
+121.9%
+169.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +7.8% | +1.3% | +6.6% | +7.2% |
| 30D | +12.3% | +4.0% | +8.3% | +9.8% |
| 3M | +37.1% | +12.3% | +24.8% | +29.1% |
| 6M | +66.1% | +30.8% | +35.3% | +46.0% |
| YTD | +50.9% | +58.8% | -7.8% | +21.9% |
| 1Y | +27.2% | +76.8% | -49.6% | -2.4% |
| 3Y | +158.7% | +87.5% | +71.2% | +89.0% |
| 5Y | +291.1% | +123.9% | +167.2% | +168.6% |
| All | +291.1% | +121.9% | +169.2% | +168.6% |
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