+40.4%
PL vs BHP
+69.2%
-28.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.9% |
| 7D | +22.3% | +2.5% | +19.8% | +20.8% |
| 30D | -8.3% | -5.2% | -3.1% | -4.9% |
| 3M | -43.3% | -8.7% | -34.6% | -39.9% |
| 6M | -65.8% | -6.9% | -59.0% | -63.9% |
| YTD | -29.5% | +39.0% | -68.5% | -40.5% |
| 1Y | +11.7% | +48.9% | -37.2% | -9.2% |
| 3Y | +540.6% | +55.4% | +485.2% | +404.2% |
| 5Y | +32.9% | +119.2% | -86.4% | -3.0% |
| All | +40.4% | +69.2% | -28.8% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling