+231.7%
RF vs BHP
+345.2%
-113.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -1.3% | +2.4% | -3.7% | -2.6% |
| 30D | +4.6% | -5.4% | +10.0% | +7.3% |
| 3M | -8.4% | -6.9% | -1.6% | -5.9% |
| 6M | +8.9% | -4.3% | +13.2% | +8.7% |
| YTD | +8.8% | +41.6% | -32.8% | -13.7% |
| 1Y | +18.9% | +53.3% | -34.4% | -9.9% |
| 3Y | +116.0% | +58.4% | +57.6% | +55.2% |
| 5Y | +46.0% | +121.3% | -75.2% | -20.5% |
| 10Y | +231.7% | +349.0% | -117.3% | +23.5% |
| All | +231.7% | +345.2% | -113.5% | +23.5% |
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