-13.6%
SKDD vs BHP
-3.0%
-10.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.6% | +7.8% | +16.0% |
| 7D | +28.7% | -2.5% | +31.2% | +20.4% |
| 30D | +54.1% | -7.7% | +61.8% | +28.4% |
| 3M | -22.7% | -6.4% | -16.4% | -28.9% |
| All | -13.6% | -3.0% | -10.6% | +5.7% |
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 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 · Available span rolling