+96.4%
SHOP vs BHP
+81.6%
+14.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.6% |
| 7D | -10.6% | +0.9% | -11.5% | -11.1% |
| 30D | -18.3% | +4.0% | -22.3% | -19.9% |
| 3M | +14.8% | +11.3% | +3.6% | +8.6% |
| 6M | -5.0% | +29.3% | -34.3% | -18.5% |
| YTD | -21.2% | +59.2% | -80.5% | -41.1% |
| 1Y | -11.6% | +80.8% | -92.5% | -38.8% |
| All | +96.4% | +81.6% | +14.8% | +20.1% |
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