+5,968.7%
SPG vs BHP
+4,077.9%
+1,890.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | +16.6% | -5.4% | +21.9% | +18.6% |
| 3M | +8.1% | -6.9% | +14.9% | +10.3% |
| 6M | +19.3% | -4.3% | +23.7% | +19.3% |
| YTD | +31.1% | +41.6% | -10.6% | +12.4% |
| 1Y | +32.8% | +53.3% | -20.5% | +10.4% |
| 3Y | +135.8% | +58.4% | +77.4% | +90.0% |
| 5Y | +85.1% | +121.3% | -36.2% | +27.6% |
| 10Y | +115.9% | +349.0% | -233.0% | +14.9% |
| All | +5,968.7% | +4,077.9% | +1,890.8% | +2,322.4% |
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 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