+86.5%
SPG vs BHP
+127.2%
-40.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +5.6% | +3.8% | +1.8% | +4.6% |
| 30D | +17.6% | -6.5% | +24.1% | +19.4% |
| 3M | +7.5% | -8.5% | +16.0% | +9.6% |
| 6M | +18.5% | -2.2% | +20.7% | +17.7% |
| YTD | +30.9% | +40.0% | -9.1% | +15.7% |
| 1Y | +34.1% | +51.3% | -17.2% | +15.5% |
| 3Y | +135.5% | +56.5% | +79.0% | +95.8% |
| 5Y | +86.5% | +130.2% | -43.7% | +28.5% |
| All | +86.5% | +127.2% | -40.7% | +28.5% |
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