+553.4%
SE vs BHP
+311.0%
+242.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.2% | -3.6% | -1.6% | -3.5% |
| 30D | -17.1% | -1.2% | -15.9% | -16.7% |
| 3M | +24.0% | +1.2% | +22.8% | +22.2% |
| 6M | +21.0% | +21.4% | -0.4% | +8.3% |
| YTD | -16.7% | +50.4% | -67.1% | -33.6% |
| 1Y | -45.9% | +67.5% | -113.4% | -59.5% |
| 3Y | +177.8% | +72.8% | +105.0% | +98.4% |
| 5Y | -67.4% | +112.6% | -180.0% | -79.4% |
| All | +553.4% | +311.0% | +242.4% | +155.2% |
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