+447.8%
SCHG vs BHP
+496.8%
-49.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | -3.6% | +2.6% | +0.2% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +5.4% | +1.2% | +4.2% | +4.4% |
| 6M | +14.4% | +21.4% | -7.0% | +5.6% |
| YTD | +8.0% | +50.4% | -42.4% | -8.3% |
| 1Y | +12.7% | +67.5% | -54.8% | -8.2% |
| 3Y | +85.6% | +72.8% | +12.8% | +46.2% |
| 5Y | +85.5% | +112.6% | -27.1% | +30.7% |
| All | +447.8% | +496.8% | -49.0% | +164.0% |
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