+76.1%
SO vs BHP
+127.2%
-51.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -0.1% | +3.8% | -3.9% | -0.4% |
| 30D | +8.7% | -6.5% | +15.2% | +9.2% |
| 3M | +3.4% | -8.5% | +11.9% | +4.0% |
| 6M | +3.7% | -2.2% | +5.9% | +3.5% |
| YTD | +10.0% | +40.0% | -30.0% | +5.3% |
| 1Y | +6.6% | +51.3% | -44.7% | +1.0% |
| 3Y | +52.5% | +56.5% | -4.0% | +42.6% |
| 5Y | +76.1% | +130.2% | -54.1% | +61.1% |
| All | +76.1% | +127.2% | -51.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling