+83.0%
PL vs BHP
+90.0%
-7.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.0% |
| 7D | -9.3% | -2.9% | -6.4% | -7.6% |
| 30D | -18.9% | +3.4% | -22.3% | -20.7% |
| 3M | -58.4% | +4.1% | -62.4% | -59.0% |
| 6M | -30.3% | +20.6% | -50.9% | -36.9% |
| YTD | -8.1% | +56.1% | -64.2% | -27.9% |
| 1Y | +180.5% | +69.6% | +110.9% | +109.8% |
| 3Y | +444.1% | +78.8% | +365.3% | +294.5% |
| 5Y | +83.0% | +113.1% | -30.0% | +23.9% |
| All | +83.0% | +90.0% | -7.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling