+31.6%
SPGI vs BHP
+60.3%
-28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.4% |
| 7D | -0.9% | +3.5% | -4.3% | -1.2% |
| 30D | +15.5% | -4.5% | +20.0% | +15.9% |
| 3M | +15.7% | -6.4% | +22.0% | +16.2% |
| 6M | +19.1% | -0.1% | +19.1% | +18.5% |
| YTD | -4.1% | +43.0% | -47.1% | -10.5% |
| 1Y | +1.2% | +56.5% | -55.3% | -7.4% |
| 3Y | +31.6% | +62.0% | -30.5% | +14.9% |
| All | +31.6% | +60.3% | -28.8% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling