+110.6%
SPOT vs BHP
+112.0%
-1.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +1.0% |
| 7D | -6.9% | -3.7% | -3.1% | -6.1% |
| 30D | +4.1% | -0.8% | +5.0% | +4.2% |
| 3M | +3.7% | +7.6% | -3.9% | +1.3% |
| 6M | -1.6% | +20.8% | -22.4% | -7.2% |
| YTD | -10.2% | +50.8% | -60.9% | -20.6% |
| 1Y | -25.9% | +70.9% | -96.8% | -37.0% |
| 3Y | +235.6% | +78.0% | +157.6% | +173.9% |
| 5Y | +110.6% | +113.1% | -2.5% | +66.5% |
| All | +110.6% | +112.0% | -1.4% | +66.5% |
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