+82.3%
PL vs BHP
+115.8%
-33.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.0% |
| 7D | -9.3% | -2.9% | -6.4% | -7.5% |
| 30D | -18.9% | +3.4% | -22.3% | -20.9% |
| 3M | -58.4% | +4.1% | -62.4% | -59.1% |
| 6M | -30.3% | +20.6% | -50.9% | -37.4% |
| YTD | -8.1% | +56.1% | -64.2% | -29.6% |
| 1Y | +180.5% | +69.6% | +110.9% | +104.0% |
| 3Y | +444.1% | +78.8% | +365.3% | +281.7% |
| All | +82.3% | +115.8% | -33.5% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling