+695.9%
PH vs BHP
+333.8%
+362.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.6% |
| 7D | +4.3% | -0.5% | +4.8% | +4.6% |
| 30D | +0.1% | -4.5% | +4.7% | +2.5% |
| 3M | -9.4% | -6.9% | -2.5% | -6.5% |
| 6M | +8.8% | -10.6% | +19.3% | +13.1% |
| YTD | +9.6% | +37.2% | -27.6% | -10.7% |
| 1Y | +14.4% | +48.0% | -33.6% | -10.7% |
| 3Y | +134.5% | +52.6% | +82.0% | +73.9% |
| 5Y | +204.4% | +116.5% | +88.0% | +70.0% |
| All | +695.9% | +333.8% | +362.1% | +190.5% |
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