+139.2%
SLB vs BHP
+121.9%
+17.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +0.4% | +1.3% | -0.8% | -0.2% |
| 30D | +13.6% | +4.0% | +9.6% | +11.1% |
| 3M | +1.5% | +12.3% | -10.8% | -5.2% |
| 6M | +23.0% | +30.8% | -7.8% | +5.1% |
| YTD | +51.2% | +58.8% | -7.6% | +15.9% |
| 1Y | +63.5% | +76.8% | -13.4% | +17.7% |
| 3Y | +2.5% | +87.5% | -85.0% | -30.9% |
| 5Y | +139.2% | +123.9% | +15.3% | +44.5% |
| All | +139.2% | +121.9% | +17.3% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling