-14.6%
SNPS vs BHP
+87.4%
-102.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -5.5% | +1.3% | -6.8% | -6.0% |
| 30D | -5.8% | +4.0% | -9.7% | -7.3% |
| 3M | -17.2% | +12.3% | -29.5% | -21.7% |
| 6M | -10.4% | +30.8% | -41.2% | -21.2% |
| YTD | -16.5% | +58.8% | -75.3% | -33.9% |
| 1Y | -35.6% | +76.8% | -112.5% | -51.8% |
| 3Y | -14.6% | +87.5% | -102.1% | -41.3% |
| All | -14.6% | +87.4% | -102.0% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling