+13,845.6%
SPGI vs BHP
+7,909.4%
+5,936.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +8.4% | +3.4% | +5.0% | +7.2% |
| 3M | +11.8% | +4.1% | +7.8% | +9.6% |
| 6M | +5.7% | +20.6% | -14.9% | -1.5% |
| YTD | -9.7% | +56.1% | -65.7% | -22.8% |
| 1Y | -12.5% | +69.6% | -82.1% | -27.3% |
| 3Y | +21.8% | +78.8% | -57.0% | -2.3% |
| 5Y | +8.2% | +113.1% | -104.9% | -20.2% |
| 10Y | +309.5% | +505.9% | -196.4% | +109.7% |
| All | +13,845.6% | +7,909.4% | +5,936.3% | +4,146.6% |
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