+111.9%
SPG vs BHP
+87.4%
+24.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.8% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -4.9% | +4.0% | -8.9% | -5.8% |
| 3M | +3.3% | +12.3% | -9.0% | +0.2% |
| 6M | +11.2% | +30.8% | -19.6% | +2.7% |
| YTD | +17.1% | +58.8% | -41.7% | +1.2% |
| 1Y | +21.6% | +76.8% | -55.3% | +1.0% |
| 3Y | +111.9% | +87.5% | +24.4% | +63.1% |
| All | +111.9% | +87.4% | +24.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling