+559.3%
ROKU vs BHP
+329.2%
+230.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.4% | -3.6% | +3.2% | +1.0% |
| 30D | +2.1% | -1.2% | +3.3% | +2.3% |
| 3M | +29.5% | +1.2% | +28.3% | +28.0% |
| 6M | +53.8% | +21.4% | +32.4% | +40.3% |
| YTD | +42.8% | +50.4% | -7.6% | +18.7% |
| 1Y | +60.7% | +67.5% | -6.8% | +27.2% |
| 3Y | +83.9% | +72.8% | +11.1% | +42.4% |
| 5Y | -52.8% | +112.6% | -165.4% | -66.8% |
| All | +559.3% | +329.2% | +230.1% | +347.0% |
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 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