+827.3%
SLB vs BHP
+7,239.7%
-6,412.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -1.0% |
| 7D | -3.7% | +3.5% | -7.2% | -5.4% |
| 30D | +2.9% | -4.5% | +7.4% | +5.1% |
| 3M | +0.2% | -6.4% | +6.6% | +3.0% |
| 6M | -4.4% | -0.1% | -4.4% | -5.9% |
| YTD | +33.4% | +43.0% | -9.6% | +8.6% |
| 1Y | +40.8% | +56.5% | -15.7% | +9.4% |
| 3Y | +3.2% | +62.0% | -58.9% | -22.8% |
| 5Y | +64.8% | +130.4% | -65.6% | +1.1% |
| 10Y | -16.6% | +349.1% | -365.6% | -61.7% |
| All | +827.3% | +7,239.7% | -6,412.4% | +87.2% |
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