+5,939.2%
SPG vs BHP
+3,999.0%
+1,940.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +3.1% | +2.5% | +0.7% | +2.2% |
| 30D | +16.4% | -5.2% | +21.7% | +18.4% |
| 3M | +7.1% | -8.7% | +15.8% | +10.0% |
| 6M | +16.1% | -6.9% | +22.9% | +17.2% |
| YTD | +30.4% | +39.0% | -8.5% | +12.6% |
| 1Y | +33.0% | +48.9% | -16.0% | +11.8% |
| 3Y | +134.6% | +55.4% | +79.3% | +90.3% |
| 5Y | +84.9% | +119.2% | -34.3% | +27.9% |
| 10Y | +114.9% | +340.5% | -225.6% | +15.1% |
| All | +5,939.2% | +3,999.0% | +1,940.3% | +2,327.1% |
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 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