+4,901.1%
SNPS vs BHP
+5,243.2%
-342.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | -2.9% | -8.1% | -10.2% |
| 30D | -1.7% | +3.4% | -5.1% | -2.7% |
| 3M | -20.4% | +4.1% | -24.4% | -21.6% |
| 6M | -8.6% | +20.6% | -29.2% | -14.1% |
| YTD | -16.2% | +56.1% | -72.2% | -27.1% |
| 1Y | -34.6% | +69.6% | -104.2% | -44.5% |
| 3Y | -14.5% | +78.8% | -93.3% | -29.0% |
| 5Y | +17.0% | +113.1% | -96.1% | -9.4% |
| 10Y | +560.0% | +505.9% | +54.1% | +271.6% |
| All | +4,901.1% | +5,243.2% | -342.1% | +1,140.9% |
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 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