+0.4%
SPGI vs BHP
+46.1%
-45.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +15.9% | -4.5% | +20.4% | +15.6% |
| 3M | +12.3% | -6.9% | +19.2% | +11.9% |
| 6M | +23.7% | -10.6% | +34.2% | +23.5% |
| YTD | -3.5% | +37.2% | -40.7% | -5.1% |
| 1Y | +0.4% | +48.0% | -47.6% | -2.8% |
| All | +0.4% | +46.1% | -45.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling