+44.8%
PL vs BHP
+72.4%
-27.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | +13.4% | +2.4% | +11.0% | +12.2% |
| 30D | -10.2% | -5.4% | -4.8% | -6.8% |
| 3M | -39.5% | -6.9% | -32.6% | -36.7% |
| 6M | -65.7% | -4.3% | -61.4% | -64.4% |
| YTD | -27.3% | +41.6% | -68.9% | -39.3% |
| 1Y | +15.0% | +53.3% | -38.3% | -8.2% |
| 3Y | +560.8% | +58.4% | +502.5% | +414.0% |
| 5Y | +38.4% | +121.3% | -82.9% | -0.1% |
| All | +44.8% | +72.4% | -27.6% | +4.5% |
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