+135.9%
SHOP vs BHP
+53.3%
+82.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -14.7% | -4.5% | -10.2% | -12.9% |
| 3M | -7.2% | -6.9% | -0.3% | -4.5% |
| 6M | +54.2% | -10.6% | +64.7% | +60.5% |
| YTD | -8.6% | +37.2% | -45.8% | -25.9% |
| 1Y | +0.5% | +48.0% | -47.5% | -22.1% |
| 3Y | +135.9% | +52.6% | +83.4% | +68.2% |
| All | +135.9% | +53.3% | +82.6% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling