+3,094.0%
SPY vs BHP
+5,957.4%
-2,863.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +0.1% | +3.4% | -3.3% | -1.1% |
| 3M | +2.0% | +4.1% | -2.1% | +0.3% |
| 6M | +13.0% | +20.6% | -7.6% | +5.7% |
| YTD | +13.5% | +56.1% | -42.5% | -2.3% |
| 1Y | +20.0% | +69.6% | -49.6% | +0.3% |
| 3Y | +77.2% | +78.8% | -1.6% | +43.6% |
| 5Y | +81.9% | +113.1% | -31.2% | +35.8% |
| 10Y | +314.1% | +505.9% | -191.8% | +115.6% |
| All | +3,094.0% | +5,957.4% | -2,863.4% | +812.5% |
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 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