-11.5%
SNPS vs BHP
+55.3%
-66.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +5.1% | +2.5% | +2.6% | +4.0% |
| 30D | -6.4% | -5.2% | -1.2% | -4.3% |
| 3M | +12.2% | -8.7% | +20.9% | +16.2% |
| 6M | -9.8% | -6.9% | -3.0% | -8.0% |
| YTD | -1.5% | +39.0% | -40.5% | -18.1% |
| 1Y | +16.0% | +48.9% | -32.9% | -7.0% |
| All | -11.5% | +55.3% | -66.8% | -34.8% |
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 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