+21.1%
PL vs BHP
+120.8%
-99.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +9.2% |
| 7D | -6.8% | +0.9% | -7.8% | -7.5% |
| 30D | -29.3% | -6.3% | -23.0% | -26.0% |
| 3M | -44.8% | -7.1% | -37.6% | -42.0% |
| 6M | -68.4% | -3.2% | -65.2% | -67.2% |
| YTD | -36.4% | +37.9% | -74.2% | -47.4% |
| 1Y | +0.7% | +49.7% | -49.0% | -21.0% |
| 3Y | +455.3% | +51.7% | +403.6% | +325.6% |
| All | +21.1% | +120.8% | -99.6% | -27.2% |
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 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