-3.3%
PR vs BHP
+1.4%
-4.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -5.1% |
| 7D | -16.5% | -4.0% | -12.6% | -16.8% |
| 30D | -4.5% | -9.7% | +5.2% | -5.4% |
| 3M | +8.5% | -10.2% | +18.7% | +7.6% |
| 6M | -3.3% | +1.3% | -4.7% | +0.9% |
| All | -3.3% | +1.4% | -4.7% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling