+818.4%
SLB vs BHP
+7,085.6%
-6,267.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.1% |
| 7D | -4.3% | +3.8% | -8.1% | -6.1% |
| 30D | +1.9% | -6.5% | +8.4% | +5.2% |
| 3M | -5.7% | -8.5% | +2.8% | -1.9% |
| 6M | -5.3% | -2.2% | -3.2% | -5.8% |
| YTD | +32.2% | +40.0% | -7.9% | +8.7% |
| 1Y | +38.5% | +51.3% | -12.8% | +9.5% |
| 3Y | +1.1% | +56.5% | -55.4% | -23.0% |
| 5Y | +70.3% | +130.2% | -59.9% | +4.5% |
| 10Y | -17.3% | +336.5% | -353.8% | -61.5% |
| All | +818.4% | +7,085.6% | -6,267.1% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling