+11.5%
PH vs BHP
-2.5%
+13.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +6.9% | +2.4% | +4.5% | +6.4% |
| 30D | +1.7% | -5.4% | +7.0% | +2.2% |
| 3M | -8.1% | -6.9% | -1.3% | -7.6% |
| 6M | +11.5% | -4.3% | +15.8% | +10.4% |
| All | +11.5% | -2.5% | +13.9% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling