+1,535.1%
SRE vs BHP
+5,210.8%
-3,675.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +1.4% | +1.3% | +0.2% | +1.1% |
| 30D | +1.9% | +4.0% | -2.1% | +0.9% |
| 3M | -3.3% | +12.3% | -15.6% | -6.3% |
| 6M | -6.4% | +30.8% | -37.2% | -12.9% |
| YTD | -1.8% | +58.8% | -60.6% | -12.8% |
| 1Y | +10.7% | +76.8% | -66.1% | -4.3% |
| 3Y | +31.8% | +87.5% | -55.7% | +11.0% |
| 5Y | +49.2% | +123.9% | -74.7% | +18.0% |
| 10Y | +118.5% | +504.4% | -385.8% | +33.1% |
| All | +1,535.1% | +5,210.8% | -3,675.7% | +651.8% |
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