+306.9%
PSX vs BHP
+119.3%
+187.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | +6.4% | +2.5% | +4.0% | +5.6% |
| 30D | -10.2% | -5.2% | -5.0% | -8.8% |
| 3M | +17.2% | -8.7% | +25.9% | +20.0% |
| 6M | +51.8% | -6.9% | +58.6% | +52.7% |
| YTD | +108.0% | +39.0% | +69.1% | +73.7% |
| 1Y | +96.1% | +48.9% | +47.2% | +58.6% |
| 3Y | +155.9% | +55.4% | +100.5% | +97.3% |
| 5Y | +306.9% | +119.2% | +187.7% | +145.6% |
| All | +306.9% | +119.3% | +187.6% | +145.6% |
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