+46.9%
SN vs BHP
+77.6%
-30.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | -9.1% | +4.0% | -13.1% | -10.7% |
| 3M | +31.8% | +11.3% | +20.5% | +24.9% |
| 6M | +52.0% | +29.3% | +22.7% | +30.1% |
| YTD | +51.3% | +59.2% | -7.9% | +19.6% |
| 1Y | +46.9% | +80.8% | -34.0% | +12.9% |
| All | +46.9% | +77.6% | -30.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling