+465.1%
STM vs BHP
+333.8%
+131.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.5% |
| 7D | +12.0% | -0.5% | +12.5% | +12.4% |
| 30D | -0.4% | -4.5% | +4.2% | +3.1% |
| 3M | -13.2% | -6.9% | -6.3% | -8.8% |
| 6M | -26.1% | -10.6% | -15.5% | -19.7% |
| YTD | +81.2% | +37.2% | +44.0% | +47.0% |
| 1Y | +98.3% | +48.0% | +50.3% | +52.9% |
| 3Y | +16.7% | +52.6% | -35.8% | -12.5% |
| 5Y | -4.8% | +116.5% | -121.3% | -46.3% |
| All | +465.1% | +333.8% | +131.3% | +97.0% |
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 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