-0.4%
PL vs BHP
+53.4%
-53.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -8.9% | -8.5% |
| 7D | -11.7% | -2.5% | -9.2% | -10.0% |
| 30D | -27.1% | -7.7% | -19.4% | -22.1% |
| 3M | -44.6% | -6.4% | -38.2% | -41.8% |
| 6M | -67.2% | +5.2% | -72.3% | -67.2% |
| YTD | -35.9% | +38.3% | -74.2% | -45.8% |
| 1Y | -0.4% | +53.4% | -53.8% | -23.9% |
| All | -0.4% | +53.4% | -53.8% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling