+355.0%
SE vs BHP
+287.0%
+68.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -4.2% |
| 7D | -7.7% | +2.4% | -10.1% | -8.8% |
| 30D | -22.8% | -5.4% | -17.5% | -20.7% |
| 3M | -43.7% | -6.9% | -36.9% | -41.8% |
| 6M | -12.8% | -4.3% | -8.5% | -11.8% |
| YTD | -42.0% | +41.6% | -83.6% | -52.4% |
| 1Y | -48.0% | +53.3% | -101.3% | -59.2% |
| 3Y | +62.7% | +58.4% | +4.3% | +21.5% |
| 5Y | -77.8% | +121.3% | -199.1% | -86.3% |
| All | +355.0% | +287.0% | +68.0% | +82.9% |
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