+247.9%
SOXX vs BHP
+110.7%
+137.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -3.6% | +5.0% | +3.5% |
| 30D | -3.6% | -1.2% | -2.4% | -3.3% |
| 3M | -10.2% | +1.2% | -11.4% | -11.1% |
| 6M | +54.2% | +21.4% | +32.8% | +38.9% |
| YTD | +75.2% | +50.4% | +24.8% | +40.6% |
| 1Y | +107.5% | +67.5% | +40.0% | +57.3% |
| 3Y | +226.8% | +72.8% | +153.9% | +138.2% |
| All | +247.9% | +110.7% | +137.2% | +136.4% |
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