-34.9%
SNPS vs BHP
+77.6%
-112.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -4.5% | +4.0% | -8.5% | -5.6% |
| 3M | -15.5% | +11.3% | -26.7% | -18.7% |
| 6M | -10.1% | +29.3% | -39.4% | -18.2% |
| YTD | -16.3% | +59.2% | -75.5% | -32.5% |
| 1Y | -34.9% | +80.8% | -115.8% | -50.9% |
| All | -34.9% | +77.6% | -112.6% | -50.9% |
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