+196.4%
SO vs BHP
+333.8%
-137.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +4.7% | -4.5% | +9.2% | +5.4% |
| 3M | +1.7% | -6.9% | +8.6% | +2.6% |
| 6M | +2.2% | -10.6% | +12.7% | +3.4% |
| YTD | +10.0% | +37.2% | -27.2% | +2.4% |
| 1Y | +6.0% | +48.0% | -42.0% | -2.7% |
| 3Y | +54.1% | +52.6% | +1.6% | +38.7% |
| 5Y | +79.6% | +116.5% | -36.8% | +46.0% |
| All | +196.4% | +333.8% | -137.3% | +104.2% |
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