+8,434.7%
SHOP vs BHP
+327.4%
+8,107.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.1% | -2.9% | -2.2% | -3.8% |
| 30D | +0.6% | +3.4% | -2.8% | -1.1% |
| 3M | +25.0% | +4.1% | +21.0% | +22.0% |
| 6M | +11.9% | +20.6% | -8.7% | +0.9% |
| YTD | -9.9% | +56.1% | -65.9% | -28.6% |
| 1Y | 0.0% | +69.6% | -69.6% | -23.8% |
| 3Y | +117.5% | +78.8% | +38.7% | +59.8% |
| 5Y | -6.6% | +113.1% | -119.7% | -37.1% |
| 10Y | +3,320.3% | +505.9% | +2,814.4% | +1,300.5% |
| All | +8,434.7% | +327.4% | +8,107.3% | +3,679.9% |
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