+5,256.9%
SPG vs BHP
+4,503.5%
+753.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | -6.8% | +3.4% | -10.2% | -8.1% |
| 3M | +2.7% | +4.1% | -1.4% | +0.2% |
| 6M | +5.5% | +20.6% | -15.1% | -3.1% |
| YTD | +15.7% | +56.1% | -40.4% | -3.8% |
| 1Y | +20.9% | +69.6% | -48.7% | -3.0% |
| 3Y | +112.4% | +78.8% | +33.6% | +64.2% |
| 5Y | +101.4% | +113.1% | -11.7% | +41.0% |
| 10Y | +60.6% | +505.9% | -445.2% | -22.8% |
| All | +5,256.9% | +4,503.5% | +753.4% | +1,973.0% |
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