+147.8%
PR vs BHP
+462.7%
-314.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -3.7% |
| 7D | -16.5% | -4.0% | -12.6% | -14.7% |
| 30D | -4.5% | -9.7% | +5.2% | +1.0% |
| 3M | +8.5% | -10.2% | +18.7% | +14.6% |
| 6M | -3.3% | +1.3% | -4.7% | -7.9% |
| YTD | +55.7% | +35.6% | +20.1% | +19.2% |
| 1Y | +82.0% | +47.5% | +34.5% | +31.3% |
| 3Y | +62.5% | +48.9% | +13.5% | +12.0% |
| 5Y | +223.9% | +118.4% | +105.5% | +65.8% |
| 10Y | +64.2% | +374.5% | -310.3% | -16.7% |
| All | +147.8% | +462.7% | -314.9% | +27.4% |
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