-16.3%
SOUN vs BHP
+84.9%
-101.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -0.4% |
| 7D | -6.8% | -3.7% | -3.1% | -5.1% |
| 30D | -15.2% | -0.8% | -14.4% | -15.0% |
| 3M | -7.0% | +7.6% | -14.6% | -10.5% |
| 6M | -20.5% | +20.8% | -41.3% | -27.9% |
| YTD | -37.0% | +50.8% | -87.8% | -48.8% |
| 1Y | -55.3% | +70.9% | -126.2% | -65.6% |
| 3Y | +173.0% | +78.0% | +95.0% | +105.4% |
| All | -16.3% | +84.9% | -101.2% | -39.0% |
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