+307.8%
SPY vs BHP
+333.8%
-25.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -2.0% | -4.5% | +2.5% | -0.5% |
| 3M | -2.8% | -6.9% | +4.1% | -0.8% |
| 6M | +2.1% | -10.6% | +12.7% | +5.1% |
| YTD | +11.5% | +37.2% | -25.7% | -2.0% |
| 1Y | +13.5% | +48.0% | -34.6% | -3.0% |
| 3Y | +77.7% | +52.6% | +25.1% | +47.0% |
| 5Y | +72.6% | +116.5% | -43.9% | +20.7% |
| All | +307.8% | +333.8% | -25.9% | +116.2% |
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 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