+220.0%
SIMO vs BHP
+65.8%
+154.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.5% | +11.2% | +10.1% |
| 7D | +4.2% | -5.0% | +9.2% | +7.2% |
| 30D | +4.1% | +1.2% | +2.9% | +2.4% |
| 3M | -12.9% | +1.8% | -14.7% | -15.2% |
| 6M | +110.3% | +18.0% | +92.3% | +90.1% |
| YTD | +178.6% | +52.7% | +125.8% | +109.5% |
| 1Y | +220.0% | +66.0% | +154.0% | +124.1% |
| All | +220.0% | +65.8% | +154.2% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling