+179.0%
SAP vs BHP
+503.2%
-324.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +0.3% | +4.0% | -3.7% | -1.0% |
| 3M | +16.9% | +11.3% | +5.6% | +12.3% |
| 6M | +6.3% | +29.3% | -23.0% | -3.6% |
| YTD | -12.4% | +59.2% | -71.6% | -26.9% |
| 1Y | -21.6% | +80.8% | -102.5% | -37.7% |
| 3Y | +54.8% | +88.0% | -33.2% | +18.9% |
| 5Y | +56.2% | +126.6% | -70.5% | +7.5% |
| 10Y | +179.0% | +515.7% | -336.7% | +32.1% |
| All | +179.0% | +503.2% | -324.1% | +32.1% |
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