+469.1%
P vs BHP
+399.1%
+70.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +2.7% |
| 7D | -23.8% | +0.9% | -24.7% | -24.2% |
| 30D | -36.6% | -6.3% | -30.4% | -34.5% |
| 3M | +10.9% | -7.1% | +18.0% | +14.6% |
| 6M | +30.0% | -3.2% | +33.2% | +31.8% |
| YTD | +44.4% | +37.9% | +6.5% | +23.4% |
| 1Y | +3.9% | +49.7% | -45.8% | -14.8% |
| 3Y | +176.6% | +51.7% | +124.9% | +121.1% |
| 5Y | +249.3% | +122.0% | +127.2% | +125.1% |
| 10Y | +726.9% | +382.4% | +344.5% | +277.6% |
| All | +469.1% | +399.1% | +70.0% | +128.2% |
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