+696.1%
PH vs BHP
+339.3%
+356.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +7.4% | +2.5% | +4.9% | +6.0% |
| 30D | +0.5% | -5.2% | +5.7% | +3.2% |
| 3M | -10.2% | -8.7% | -1.5% | -6.4% |
| 6M | +8.9% | -6.9% | +15.8% | +10.9% |
| YTD | +9.7% | +39.0% | -29.3% | -11.2% |
| 1Y | +12.8% | +48.9% | -36.1% | -12.2% |
| 3Y | +134.6% | +55.4% | +79.2% | +72.3% |
| 5Y | +204.5% | +119.2% | +85.3% | +69.0% |
| All | +696.1% | +339.3% | +356.8% | +188.7% |
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