+336.7%
RF vs BHP
+509.4%
-172.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.0% |
| 30D | -3.4% | +4.0% | -7.3% | -5.6% |
| 3M | +6.4% | +12.3% | -5.9% | -1.2% |
| 6M | +13.4% | +30.8% | -17.4% | -4.2% |
| YTD | +14.2% | +58.8% | -44.5% | -14.1% |
| 1Y | +15.7% | +76.8% | -61.1% | -18.4% |
| 3Y | +91.3% | +87.5% | +3.9% | +26.3% |
| 5Y | +89.8% | +123.9% | -34.1% | +4.7% |
| 10Y | +336.7% | +504.4% | -167.7% | +39.4% |
| All | +336.7% | +509.4% | -172.8% | +39.4% |
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 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