+296.4%
SPGI vs BHP
+503.2%
-206.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | +2.0% | +4.0% | -2.0% | +0.7% |
| 3M | +4.3% | +11.3% | -6.9% | +0.4% |
| 6M | -0.2% | +29.3% | -29.6% | -9.2% |
| YTD | -14.8% | +59.2% | -74.0% | -28.2% |
| 1Y | -18.5% | +80.8% | -99.4% | -34.5% |
| 3Y | +16.0% | +88.0% | -72.0% | -10.2% |
| 5Y | +2.2% | +126.6% | -124.4% | -29.0% |
| 10Y | +296.4% | +515.7% | -219.3% | +83.2% |
| All | +296.4% | +503.2% | -206.7% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling