+81.7%
SPY vs BHP
+126.1%
-44.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -1.4% | +4.0% | -5.4% | -2.5% |
| 3M | +3.7% | +11.3% | -7.5% | +0.3% |
| 6M | +13.0% | +29.3% | -16.3% | +4.3% |
| YTD | +12.4% | +59.2% | -46.8% | -2.6% |
| 1Y | +18.5% | +80.8% | -62.3% | -1.2% |
| 3Y | +77.6% | +88.0% | -10.4% | +43.2% |
| 5Y | +81.7% | +126.6% | -45.0% | +40.0% |
| All | +81.7% | +126.1% | -44.4% | +40.0% |
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