+323.8%
SN vs BHP
+70.9%
+252.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.1% |
| 7D | +0.1% | +1.3% | -1.1% | -0.5% |
| 30D | -5.6% | +4.0% | -9.6% | -7.6% |
| 3M | +48.1% | +12.3% | +35.8% | +38.5% |
| 6M | +57.6% | +30.8% | +26.8% | +34.4% |
| YTD | +56.5% | +58.8% | -2.3% | +19.5% |
| 1Y | +52.6% | +76.8% | -24.3% | +9.4% |
| 3Y | +412.0% | +87.5% | +324.5% | +240.5% |
| All | +323.8% | +70.9% | +252.9% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling