+419.3%
SIMO vs BHP
+82.0%
+337.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.9% |
| 7D | +4.2% | -2.9% | +7.1% | +6.0% |
| 30D | +4.1% | +3.4% | +0.7% | +1.4% |
| 3M | -12.9% | +4.1% | -16.9% | -15.4% |
| 6M | +110.3% | +20.6% | +89.8% | +87.5% |
| YTD | +178.6% | +56.1% | +122.5% | +113.5% |
| 1Y | +220.0% | +69.6% | +150.4% | +133.8% |
| All | +419.3% | +82.0% | +337.4% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling