+180.5%
PL vs BHP
+65.8%
+114.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.7% |
| 7D | -9.3% | -5.0% | -4.3% | -5.6% |
| 30D | -18.9% | +1.2% | -20.1% | -19.9% |
| 3M | -58.4% | +1.8% | -60.2% | -58.7% |
| 6M | -30.3% | +18.0% | -48.3% | -34.7% |
| YTD | -8.1% | +52.7% | -60.8% | -26.6% |
| 1Y | +180.5% | +66.0% | +114.5% | +117.2% |
| All | +180.5% | +65.8% | +114.7% | +117.2% |
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