+45.3%
SO vs BHP
+87.4%
-42.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +1.0% | +1.3% | -0.2% | +1.0% |
| 30D | -3.2% | +4.0% | -7.2% | -3.4% |
| 3M | -1.7% | +12.3% | -14.0% | -2.4% |
| 6M | -7.2% | +30.8% | -38.0% | -9.4% |
| YTD | +4.6% | +58.8% | -54.2% | +0.1% |
| 1Y | +1.2% | +76.8% | -75.6% | -4.4% |
| 3Y | +45.3% | +87.5% | -42.2% | +32.1% |
| All | +45.3% | +87.4% | -42.1% | +32.1% |
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