+1,269.2%
SMH vs BHP
+3,762.7%
-2,493.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.4% |
| 7D | +5.2% | +1.3% | +4.0% | +4.6% |
| 30D | -1.5% | +4.0% | -5.5% | -3.4% |
| 3M | -4.1% | +12.3% | -16.4% | -8.9% |
| 6M | +50.8% | +30.8% | +19.9% | +34.3% |
| YTD | +59.3% | +58.8% | +0.5% | +30.2% |
| 1Y | +94.1% | +76.8% | +17.2% | +51.4% |
| 3Y | +286.7% | +87.5% | +199.3% | +191.4% |
| 5Y | +339.4% | +123.9% | +215.5% | +199.3% |
| 10Y | +1,803.3% | +504.4% | +1,298.9% | +734.5% |
| All | +1,269.2% | +3,762.7% | -2,493.5% | +101.3% |
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