+782.8%
PH vs BHP
+498.2%
+284.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | +1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.3% |
| 30D | -11.8% | -0.8% | -10.9% | -11.7% |
| 3M | +6.9% | +7.6% | -0.7% | +1.7% |
| 6M | -1.3% | +20.8% | -22.1% | -12.7% |
| YTD | +7.0% | +50.8% | -43.8% | -16.7% |
| 1Y | +23.1% | +70.9% | -47.8% | -11.0% |
| 3Y | +135.4% | +78.0% | +57.4% | +61.0% |
| 5Y | +250.3% | +113.1% | +137.3% | +100.5% |
| All | +782.8% | +498.2% | +284.6% | +183.0% |
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