+154.8%
SO vs BHP
+498.2%
-343.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.2% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | -3.7% | -0.8% | -2.9% | -3.7% |
| 3M | -5.9% | +7.6% | -13.5% | -7.4% |
| 6M | -7.3% | +20.8% | -28.1% | -11.0% |
| YTD | +3.1% | +50.8% | -47.7% | -5.2% |
| 1Y | -1.0% | +70.9% | -71.9% | -11.2% |
| 3Y | +43.2% | +78.0% | -34.8% | +25.7% |
| 5Y | +59.1% | +113.1% | -54.0% | +31.1% |
| All | +154.8% | +498.2% | -343.4% | +66.8% |
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 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