+252.8%
SPOT vs BHP
+278.3%
-25.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.1% |
| 30D | +7.4% | -1.2% | +8.6% | +7.6% |
| 3M | +8.2% | +1.2% | +7.0% | +7.2% |
| 6M | +2.2% | +21.4% | -19.2% | -5.0% |
| YTD | -9.5% | +50.4% | -59.9% | -21.9% |
| 1Y | -23.8% | +67.5% | -91.3% | -36.8% |
| 3Y | +233.5% | +72.8% | +160.7% | +166.9% |
| 5Y | +112.2% | +112.6% | -0.4% | +52.9% |
| All | +252.8% | +278.3% | -25.5% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling