+1,402.2%
RF vs BHP
+6,976.6%
-5,574.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | +6.0% | -6.3% | +12.3% | +8.8% |
| 3M | -8.9% | -7.1% | -1.8% | -6.6% |
| 6M | +2.3% | -3.2% | +5.5% | +1.7% |
| YTD | +7.6% | +37.9% | -30.3% | -9.3% |
| 1Y | +21.2% | +49.7% | -28.5% | -1.5% |
| 3Y | +108.5% | +51.7% | +56.8% | +64.7% |
| 5Y | +43.2% | +122.0% | -78.8% | -7.6% |
| 10Y | +288.1% | +382.4% | -94.3% | +79.7% |
| All | +1,402.2% | +6,976.6% | -5,574.4% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling