+2,525.5%
SHEL vs BHP
+8,048.4%
-5,522.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | +1.9% | +1.3% | +0.7% | +1.4% |
| 30D | +8.7% | +4.0% | +4.7% | +6.7% |
| 3M | +11.0% | +12.3% | -1.3% | +4.6% |
| 6M | +14.6% | +30.8% | -16.3% | -0.1% |
| YTD | +33.3% | +58.8% | -25.5% | +6.6% |
| 1Y | +37.9% | +76.8% | -39.0% | +4.8% |
| 3Y | +69.7% | +87.5% | -17.7% | +23.2% |
| 5Y | +190.2% | +123.9% | +66.3% | +90.0% |
| 10Y | +197.0% | +504.4% | -307.4% | +30.4% |
| All | +2,525.5% | +8,048.4% | -5,522.9% | +452.8% |
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 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