-12.4%
SOUN vs BHP
+94.7%
-107.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.7% |
| 30D | -18.1% | +4.0% | -22.0% | -19.8% |
| 3M | -12.3% | +12.3% | -24.6% | -17.4% |
| 6M | -18.6% | +30.8% | -49.4% | -29.0% |
| YTD | -34.1% | +58.8% | -92.9% | -47.8% |
| 1Y | -57.0% | +76.8% | -133.9% | -67.6% |
| 3Y | +185.7% | +87.5% | +98.2% | +109.4% |
| All | -12.4% | +94.7% | -107.1% | -37.8% |
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