+5,976.4%
SO vs BHP
+7,909.4%
-1,933.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.2% |
| 30D | -4.6% | +3.4% | -7.9% | -5.0% |
| 3M | -3.0% | +4.1% | -7.1% | -3.8% |
| 6M | -8.3% | +20.6% | -28.8% | -11.0% |
| YTD | +3.5% | +56.1% | -52.5% | -3.0% |
| 1Y | -0.9% | +69.6% | -70.5% | -8.3% |
| 3Y | +45.4% | +78.8% | -33.5% | +32.4% |
| 5Y | +59.6% | +113.1% | -53.4% | +40.1% |
| 10Y | +156.6% | +505.9% | -349.3% | +92.9% |
| All | +5,976.4% | +7,909.4% | -1,933.0% | +3,128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling