+272.5%
RF vs BHP
+368.2%
-95.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | +6.0% | -6.3% | +12.3% | +9.3% |
| 3M | -8.9% | -7.1% | -1.8% | -6.2% |
| 6M | +2.3% | -3.2% | +5.5% | +1.3% |
| YTD | +7.6% | +37.9% | -30.3% | -13.5% |
| 1Y | +21.2% | +49.7% | -28.5% | -7.0% |
| 3Y | +108.5% | +51.7% | +56.8% | +53.4% |
| 5Y | +43.2% | +122.0% | -78.8% | -22.7% |
| All | +272.5% | +368.2% | -95.7% | +37.7% |
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