+1,514.2%
RF vs BHP
+7,909.4%
-6,395.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +1.3% | -2.9% | +4.2% | +2.6% |
| 30D | -3.6% | +3.4% | -7.0% | -5.2% |
| 3M | +8.1% | +4.1% | +4.0% | +5.0% |
| 6M | +11.5% | +20.6% | -9.1% | +0.8% |
| YTD | +15.6% | +56.1% | -40.5% | -7.2% |
| 1Y | +15.7% | +69.6% | -53.9% | -10.8% |
| 3Y | +86.9% | +78.8% | +8.1% | +38.1% |
| 5Y | +89.8% | +113.1% | -23.2% | +25.2% |
| 10Y | +344.7% | +505.9% | -161.2% | +87.5% |
| All | +1,514.2% | +7,909.4% | -6,395.2% | +325.6% |
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