+116.9%
RF vs BHP
+55.3%
+61.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +0.4% | +2.5% | -2.1% | -0.3% |
| 30D | +5.6% | -5.2% | +10.8% | +6.9% |
| 3M | -8.9% | -8.7% | -0.1% | -7.0% |
| 6M | +7.1% | -6.9% | +13.9% | +8.0% |
| YTD | +8.3% | +39.0% | -30.6% | -6.2% |
| 1Y | +16.8% | +48.9% | -32.1% | -1.4% |
| All | +116.9% | +55.3% | +61.6% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling