+236.6%
SAP vs BHP
+333.8%
-97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +6.5% | -4.5% | +11.1% | +7.8% |
| 3M | +12.2% | -6.9% | +19.1% | +14.2% |
| 6M | +46.1% | -10.6% | +56.6% | +49.2% |
| YTD | -1.6% | +37.2% | -38.8% | -14.5% |
| 1Y | -5.1% | +48.0% | -53.1% | -19.8% |
| 3Y | +68.4% | +52.6% | +15.8% | +37.9% |
| 5Y | +79.4% | +116.5% | -37.0% | +23.4% |
| All | +236.6% | +333.8% | -97.2% | +76.9% |
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