+261.5%
RF vs BHP
+363.1%
-101.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.3% |
| 7D | -0.1% | +3.5% | -3.6% | -1.9% |
| 30D | +7.0% | -4.5% | +11.5% | +9.3% |
| 3M | -7.0% | -6.4% | -0.7% | -4.7% |
| 6M | +6.8% | -0.1% | +6.8% | +4.1% |
| YTD | +9.9% | +43.0% | -33.1% | -13.3% |
| 1Y | +21.1% | +56.5% | -35.4% | -9.2% |
| 3Y | +119.6% | +62.0% | +57.6% | +55.9% |
| 5Y | +46.2% | +130.4% | -84.2% | -22.5% |
| 10Y | +261.5% | +349.1% | -87.5% | +34.3% |
| All | +261.5% | +363.1% | -101.6% | +34.3% |
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