+254.8%
SPOT vs BHP
+299.4%
-44.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.1% |
| 7D | -2.9% | +1.3% | -4.1% | -3.2% |
| 30D | +8.3% | +4.0% | +4.3% | +6.9% |
| 3M | +5.1% | +12.3% | -7.2% | +0.8% |
| 6M | -6.5% | +30.8% | -37.3% | -15.0% |
| YTD | -9.0% | +58.8% | -67.7% | -22.7% |
| 1Y | -26.4% | +76.8% | -103.2% | -39.9% |
| 3Y | +240.0% | +87.5% | +152.6% | +165.4% |
| 5Y | +111.7% | +123.9% | -12.2% | +50.3% |
| All | +254.8% | +299.4% | -44.6% | +90.8% |
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