+1,112.5%
SCHG vs BHP
+202.3%
+910.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +1.4% |
| 7D | -2.7% | -3.7% | +1.0% | -1.5% |
| 30D | -2.2% | -0.8% | -1.4% | -2.1% |
| 3M | +6.2% | +7.6% | -1.4% | +2.9% |
| 6M | +13.4% | +20.8% | -7.4% | +5.0% |
| YTD | +7.1% | +50.8% | -43.7% | -8.7% |
| 1Y | +12.5% | +70.9% | -58.4% | -8.4% |
| 3Y | +86.2% | +78.0% | +8.2% | +46.6% |
| 5Y | +83.9% | +113.1% | -29.2% | +31.8% |
| 10Y | +451.3% | +483.0% | -31.8% | +162.0% |
| All | +1,112.5% | +202.3% | +910.2% | +587.1% |
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 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