+664.5%
STM vs BHP
+503.2%
+161.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | -5.2% | +4.0% | -9.2% | -8.0% |
| 3M | -29.6% | +11.3% | -40.9% | -34.5% |
| 6M | +54.4% | +29.3% | +25.0% | +30.3% |
| YTD | +99.5% | +59.2% | +40.3% | +46.2% |
| 1Y | +100.8% | +80.8% | +19.9% | +35.1% |
| 3Y | +20.2% | +88.0% | -67.8% | -21.7% |
| 5Y | +21.1% | +126.6% | -105.5% | -33.7% |
| 10Y | +664.5% | +515.7% | +148.8% | +132.2% |
| All | +664.5% | +503.2% | +161.4% | +132.2% |
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