+361.6%
PSX vs BHP
+333.8%
+27.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.4% |
| 7D | +7.8% | -0.5% | +8.3% | +8.0% |
| 30D | -10.9% | -4.5% | -6.4% | -9.2% |
| 3M | +14.5% | -6.9% | +21.4% | +17.4% |
| 6M | +56.1% | -10.6% | +66.7% | +60.6% |
| YTD | +109.6% | +37.2% | +72.4% | +66.1% |
| 1Y | +95.5% | +48.0% | +47.5% | +48.2% |
| 3Y | +156.2% | +52.6% | +103.6% | +84.8% |
| 5Y | +310.0% | +116.5% | +193.5% | +124.1% |
| All | +361.6% | +333.8% | +27.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling