+12.4%
SPGI vs BHP
+127.1%
-114.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.1% |
| 7D | -0.9% | +3.5% | -4.3% | -1.4% |
| 30D | +15.5% | -4.5% | +20.0% | +16.3% |
| 3M | +15.7% | -6.4% | +22.0% | +16.7% |
| 6M | +19.1% | -0.1% | +19.1% | +18.1% |
| YTD | -4.1% | +43.0% | -47.1% | -12.9% |
| 1Y | +1.2% | +56.5% | -55.3% | -10.2% |
| 3Y | +31.6% | +62.0% | -30.5% | +13.1% |
| 5Y | +12.4% | +130.4% | -117.9% | -12.0% |
| All | +12.4% | +127.1% | -114.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling