+196.3%
SO vs BHP
+345.2%
-148.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +0.8% | +2.4% | -1.6% | +0.4% |
| 30D | +7.8% | -5.4% | +13.2% | +8.7% |
| 3M | +2.9% | -6.9% | +9.8% | +3.9% |
| 6M | +2.5% | -4.3% | +6.8% | +2.5% |
| YTD | +10.3% | +41.6% | -31.4% | +2.2% |
| 1Y | +6.4% | +53.3% | -46.9% | -2.9% |
| 3Y | +52.8% | +58.4% | -5.6% | +36.7% |
| 5Y | +78.7% | +121.3% | -42.6% | +44.8% |
| 10Y | +196.3% | +349.0% | -152.7% | +102.9% |
| All | +196.3% | +345.2% | -148.9% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling