-12.1%
SHOP vs BHP
+119.3%
-131.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | +2.1% | +2.5% | -0.3% | +0.9% |
| 30D | -16.8% | -5.2% | -11.6% | -14.4% |
| 3M | -2.4% | -8.7% | +6.3% | +1.9% |
| 6M | +47.0% | -6.9% | +53.9% | +50.4% |
| YTD | -8.8% | +39.0% | -47.8% | -27.6% |
| 1Y | -6.3% | +48.9% | -55.2% | -28.7% |
| 3Y | +139.3% | +55.4% | +83.9% | +71.8% |
| 5Y | -12.1% | +119.2% | -131.3% | -43.4% |
| All | -12.1% | +119.3% | -131.4% | -43.4% |
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