+24,016.6%
PH vs BHP
+7,168.9%
+16,847.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +6.9% | +2.4% | +4.5% | +5.9% |
| 30D | +1.7% | -5.4% | +7.0% | +3.9% |
| 3M | -8.1% | -6.9% | -1.3% | -5.8% |
| 6M | +11.5% | -4.3% | +15.8% | +12.0% |
| YTD | +11.4% | +41.6% | -30.3% | -5.7% |
| 1Y | +14.1% | +53.3% | -39.2% | -6.6% |
| 3Y | +138.2% | +58.4% | +79.9% | +88.6% |
| 5Y | +216.0% | +121.3% | +94.7% | +110.6% |
| 10Y | +710.0% | +349.0% | +361.0% | +302.3% |
| All | +24,016.6% | +7,168.9% | +16,847.7% | +5,340.0% |
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