+10.5%
SHW vs BHP
+112.0%
-101.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.1% |
| 7D | -4.5% | -3.7% | -0.7% | -3.7% |
| 30D | -12.7% | -0.8% | -11.8% | -12.6% |
| 3M | +4.7% | +7.6% | -2.9% | +2.7% |
| 6M | -3.4% | +20.8% | -24.2% | -7.9% |
| YTD | -1.3% | +50.8% | -52.1% | -10.3% |
| 1Y | -10.4% | +70.9% | -81.3% | -20.8% |
| 3Y | +20.1% | +78.0% | -57.9% | +3.9% |
| 5Y | +10.5% | +113.1% | -102.6% | -4.5% |
| All | +10.5% | +112.0% | -101.5% | -4.5% |
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