+415.3%
PR vs BHP
+115.8%
+299.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +2.9% | -2.9% | +5.8% | +4.4% |
| 30D | +18.0% | +3.4% | +14.7% | +16.0% |
| 3M | +16.9% | +4.1% | +12.8% | +13.3% |
| 6M | +28.2% | +20.6% | +7.6% | +12.3% |
| YTD | +69.3% | +56.1% | +13.3% | +25.6% |
| 1Y | +69.5% | +69.6% | -0.1% | +18.5% |
| 3Y | +81.7% | +78.8% | +2.9% | +17.2% |
| All | +415.3% | +115.8% | +299.4% | +196.1% |
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