-64.9%
SE vs BHP
+125.4%
-190.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -0.1% | +4.0% | -4.1% | -2.0% |
| 3M | +34.1% | +12.3% | +21.8% | +25.9% |
| 6M | +23.2% | +30.8% | -7.6% | +7.0% |
| YTD | -11.2% | +58.8% | -69.9% | -30.1% |
| 1Y | -40.5% | +76.8% | -117.4% | -55.9% |
| 3Y | +196.3% | +87.5% | +108.8% | +105.0% |
| All | -64.9% | +125.4% | -190.3% | -75.2% |
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