+958.5%
SLB vs BHP
+7,909.4%
-6,950.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +2.3% |
| 30D | +15.8% | +3.4% | +12.5% | +13.5% |
| 3M | -0.3% | +4.1% | -4.4% | -3.3% |
| 6M | +21.3% | +20.6% | +0.8% | +8.5% |
| YTD | +52.3% | +56.1% | -3.8% | +19.1% |
| 1Y | +63.6% | +69.6% | -6.0% | +22.1% |
| 3Y | +3.8% | +78.8% | -75.0% | -26.1% |
| 5Y | +128.6% | +113.1% | +15.6% | +46.2% |
| 10Y | -3.1% | +505.9% | -508.9% | -61.4% |
| All | +958.5% | +7,909.4% | -6,950.9% | +105.2% |
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 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