+14,839.3%
SPGI vs BHP
+7,168.8%
+7,670.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -1.4% | +2.4% | -3.8% | -2.1% |
| 30D | +15.3% | -5.4% | +20.6% | +16.9% |
| 3M | +16.5% | -6.9% | +23.4% | +18.4% |
| 6M | +19.8% | -4.3% | +24.2% | +19.8% |
| YTD | -3.2% | +41.6% | -44.9% | -15.2% |
| 1Y | +1.8% | +53.3% | -51.5% | -13.0% |
| 3Y | +30.6% | +58.4% | -27.8% | +8.3% |
| 5Y | +16.0% | +121.3% | -105.2% | -15.6% |
| 10Y | +338.6% | +349.0% | -10.4% | +145.3% |
| All | +14,839.3% | +7,168.8% | +7,670.4% | +4,566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling