+23,761.0%
PH vs BHP
+7,909.4%
+15,851.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -1.9% |
| 30D | -3.2% | +3.4% | -6.6% | -4.8% |
| 3M | +10.6% | +4.1% | +6.5% | +7.8% |
| 6M | -2.1% | +20.6% | -22.7% | -10.8% |
| YTD | +10.2% | +56.1% | -45.9% | -10.2% |
| 1Y | +28.2% | +69.6% | -41.4% | +0.6% |
| 3Y | +134.9% | +78.8% | +56.1% | +77.0% |
| 5Y | +253.6% | +113.1% | +140.6% | +139.2% |
| 10Y | +804.7% | +505.9% | +298.8% | +299.6% |
| All | +23,761.0% | +7,909.4% | +15,851.6% | +5,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling