+29.7%
SRE vs BHP
+72.0%
-42.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.4% |
| 7D | -0.7% | -3.7% | +3.1% | -0.1% |
| 30D | -1.7% | -0.8% | -0.9% | -1.7% |
| 3M | -7.1% | +7.6% | -14.7% | -8.6% |
| 6M | -8.4% | +20.8% | -29.2% | -12.5% |
| YTD | -3.5% | +50.8% | -54.3% | -12.7% |
| 1Y | +5.4% | +70.9% | -65.5% | -7.7% |
| All | +29.7% | +72.0% | -42.3% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling