-43.7%
SE vs BHP
+81.0%
-124.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -3.6% | +0.9% | -4.5% | -4.0% |
| 30D | -5.3% | +4.0% | -9.3% | -6.7% |
| 3M | +28.1% | +11.3% | +16.8% | +22.0% |
| 6M | +20.7% | +29.3% | -8.7% | +6.9% |
| YTD | -14.8% | +59.2% | -74.0% | -27.5% |
| All | -43.7% | +81.0% | -124.7% | -53.4% |
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