-48.4%
SE vs BHP
+51.9%
-100.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -4.1% |
| 7D | -7.7% | +2.4% | -10.1% | -8.6% |
| 30D | -22.8% | -5.4% | -17.5% | -21.2% |
| 3M | -43.7% | -6.9% | -36.9% | -42.2% |
| 6M | -12.8% | -4.3% | -8.5% | -11.9% |
| YTD | -42.0% | +41.6% | -83.6% | -47.6% |
| All | -48.4% | +51.9% | -100.3% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling