+251.1%
PH vs BHP
+126.1%
+125.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -10.3% | +4.0% | -14.3% | -11.7% |
| 3M | +5.1% | +11.3% | -6.2% | +0.5% |
| 6M | +2.3% | +29.3% | -27.0% | -8.1% |
| YTD | +8.7% | +59.2% | -50.5% | -10.0% |
| 1Y | +26.8% | +80.8% | -54.1% | -0.3% |
| 3Y | +139.2% | +88.0% | +51.2% | +81.0% |
| 5Y | +251.1% | +126.6% | +124.5% | +148.7% |
| All | +251.1% | +126.1% | +125.0% | +148.7% |
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 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