-77.1%
SE vs BHP
+127.2%
-204.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | 0.0% | +3.8% | -3.8% | -1.7% |
| 30D | -19.4% | -6.5% | -12.9% | -16.7% |
| 3M | -33.1% | -8.5% | -24.6% | -30.3% |
| 6M | -11.4% | -2.2% | -9.3% | -11.5% |
| YTD | -39.8% | +40.0% | -79.8% | -50.1% |
| 1Y | -50.5% | +51.3% | -101.8% | -60.6% |
| 3Y | +68.9% | +56.5% | +12.3% | +26.6% |
| 5Y | -77.1% | +130.2% | -207.3% | -84.8% |
| All | -77.1% | +127.2% | -204.3% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling