+109.0%
SPG vs BHP
+333.8%
-224.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +17.2% | -4.5% | +21.8% | +19.3% |
| 3M | +6.3% | -6.9% | +13.2% | +9.0% |
| 6M | +18.7% | -10.6% | +29.2% | +22.2% |
| YTD | +30.1% | +37.2% | -7.1% | +7.8% |
| 1Y | +32.8% | +48.0% | -15.3% | +5.9% |
| 3Y | +133.6% | +52.6% | +81.0% | +77.7% |
| 5Y | +84.4% | +116.5% | -32.1% | +8.0% |
| All | +109.0% | +333.8% | -224.8% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling