+52.5%
SO vs BHP
+58.0%
-5.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -0.1% | +3.8% | -3.9% | -0.2% |
| 30D | +8.7% | -6.5% | +15.2% | +8.9% |
| 3M | +3.4% | -8.5% | +11.9% | +3.7% |
| 6M | +3.7% | -2.2% | +5.9% | +3.6% |
| YTD | +10.0% | +40.0% | -30.0% | +6.6% |
| 1Y | +6.6% | +51.3% | -44.7% | +2.6% |
| 3Y | +52.5% | +56.5% | -4.0% | +43.2% |
| All | +52.5% | +58.0% | -5.5% | +43.2% |
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 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