+2.2%
SPGI vs BHP
+51.6%
-49.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.4% |
| 7D | +1.6% | +3.8% | -2.2% | +1.8% |
| 30D | +16.1% | -6.5% | +22.6% | +15.6% |
| 3M | +15.5% | -8.5% | +24.0% | +14.9% |
| 6M | +19.6% | -2.2% | +21.8% | +19.8% |
| YTD | -3.6% | +40.0% | -43.6% | -4.5% |
| 1Y | +2.2% | +51.3% | -49.1% | -0.5% |
| All | +2.2% | +51.6% | -49.3% | -0.5% |
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