+439.5%
SN vs BHP
+48.4%
+391.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.9% |
| 7D | +7.2% | +0.9% | +6.3% | +6.8% |
| 30D | +20.4% | -6.3% | +26.6% | +23.9% |
| 3M | +23.9% | -7.1% | +31.0% | +27.5% |
| 6M | +93.0% | -3.2% | +96.2% | +92.1% |
| YTD | +99.2% | +37.9% | +61.4% | +62.2% |
| 1Y | +142.6% | +49.7% | +92.9% | +88.9% |
| 3Y | +398.8% | +51.7% | +347.1% | +265.0% |
| All | +439.5% | +48.4% | +391.1% | +269.5% |
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