-46.2%
SE vs BHP
+46.1%
-92.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -20.9% | -4.5% | -16.4% | -19.5% |
| 3M | -38.9% | -6.9% | -32.0% | -37.2% |
| 6M | -19.4% | -10.6% | -8.9% | -16.1% |
| YTD | -40.9% | +37.2% | -78.1% | -45.6% |
| 1Y | -46.2% | +48.0% | -94.2% | -50.9% |
| All | -46.2% | +46.1% | -92.3% | -50.9% |
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 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