+45.4%
SMR vs BHP
+71.6%
-26.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.4% | -15.4% |
| 7D | -11.2% | -3.6% | -7.6% | -7.7% |
| 30D | -10.2% | -1.2% | -9.0% | -8.9% |
| 3M | -10.0% | +1.2% | -11.2% | -11.0% |
| 6M | -30.5% | +21.4% | -51.9% | -40.4% |
| YTD | -39.2% | +50.4% | -89.7% | -57.0% |
| 1Y | -75.5% | +67.5% | -143.0% | -84.0% |
| 3Y | +45.4% | +72.8% | -27.4% | -16.0% |
| All | +45.4% | +71.6% | -26.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling