+589.4%
SE vs BHP
+326.4%
+262.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -6.1% | -2.9% | -3.2% | -4.7% |
| 30D | -2.5% | +3.4% | -5.8% | -4.1% |
| 3M | +21.7% | +4.1% | +17.6% | +18.4% |
| 6M | +27.0% | +20.6% | +6.4% | +14.0% |
| YTD | -12.1% | +56.1% | -68.2% | -31.2% |
| 1Y | -40.9% | +69.6% | -110.5% | -55.9% |
| 3Y | +191.0% | +78.8% | +112.2% | +104.4% |
| 5Y | -68.3% | +113.1% | -181.3% | -80.0% |
| All | +589.4% | +326.4% | +262.9% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling