+273.5%
SHW vs BHP
+498.2%
-224.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.5% |
| 7D | -4.5% | -3.7% | -0.7% | -3.5% |
| 30D | -12.7% | -0.8% | -11.8% | -12.6% |
| 3M | +4.7% | +7.6% | -2.9% | +2.2% |
| 6M | -3.4% | +20.8% | -24.2% | -9.2% |
| YTD | -1.3% | +50.8% | -52.1% | -13.0% |
| 1Y | -10.4% | +70.9% | -81.3% | -23.9% |
| 3Y | +20.1% | +78.0% | -57.9% | -0.9% |
| 5Y | +10.5% | +113.1% | -102.6% | -16.4% |
| All | +273.5% | +498.2% | -224.7% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling