+463.1%
STM vs BHP
+345.2%
+117.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.7% |
| 7D | +1.4% | +2.4% | -0.9% | +0.1% |
| 30D | -8.4% | -5.4% | -3.0% | -4.5% |
| 3M | -15.8% | -6.9% | -9.0% | -11.6% |
| 6M | -22.8% | -4.3% | -18.5% | -19.9% |
| YTD | +79.4% | +41.6% | +37.7% | +42.4% |
| 1Y | +97.0% | +53.3% | +43.7% | +48.3% |
| 3Y | +14.2% | +58.4% | -44.2% | -16.5% |
| 5Y | -4.5% | +121.3% | -125.7% | -46.9% |
| 10Y | +463.1% | +349.0% | +114.1% | +91.3% |
| All | +463.1% | +345.2% | +117.9% | +91.3% |
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