+20,418.4%
SHW vs BHP
+7,909.4%
+12,509.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | -9.5% | +3.4% | -12.9% | -10.3% |
| 3M | +11.5% | +4.1% | +7.4% | +10.0% |
| 6M | -3.5% | +20.6% | -24.1% | -8.2% |
| YTD | +3.7% | +56.1% | -52.3% | -7.3% |
| 1Y | -7.9% | +69.6% | -77.5% | -19.4% |
| 3Y | +24.7% | +78.8% | -54.1% | +6.5% |
| 5Y | +13.6% | +113.1% | -99.5% | -9.0% |
| 10Y | +283.0% | +505.9% | -222.9% | +132.7% |
| All | +20,418.4% | +7,909.4% | +12,509.0% | +6,906.0% |
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 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