+319.5%
SN vs BHP
+68.0%
+251.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -9.3% | -2.9% | -6.4% | -8.0% |
| 30D | -4.8% | +3.4% | -8.2% | -6.6% |
| 3M | +40.4% | +4.1% | +36.4% | +36.6% |
| 6M | +50.9% | +20.6% | +30.4% | +34.1% |
| YTD | +54.9% | +56.1% | -1.1% | +19.3% |
| 1Y | +43.0% | +69.6% | -26.6% | +5.0% |
| 3Y | +391.8% | +78.8% | +313.0% | +229.3% |
| All | +319.5% | +68.0% | +251.6% | +171.8% |
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