+528.8%
SIMO vs BHP
+509.4%
+19.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.4% | +5.5% |
| 7D | +14.6% | +1.3% | +13.3% | +14.1% |
| 30D | +6.2% | +4.0% | +2.2% | +4.3% |
| 3M | +3.6% | +12.3% | -8.7% | -1.4% |
| 6M | +130.8% | +30.8% | +100.0% | +106.8% |
| YTD | +195.8% | +58.8% | +137.0% | +145.7% |
| 1Y | +225.0% | +76.8% | +148.2% | +159.5% |
| 3Y | +452.3% | +87.5% | +364.8% | +327.3% |
| 5Y | +303.6% | +123.9% | +179.7% | +179.0% |
| 10Y | +528.8% | +504.4% | +24.4% | +183.2% |
| All | +528.8% | +509.4% | +19.3% | +183.2% |
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