+21.7%
STM vs BHP
+82.0%
-60.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +5.8% | -2.9% | +8.7% | +8.4% |
| 30D | -1.0% | +3.4% | -4.4% | -4.2% |
| 3M | -33.3% | +4.1% | -37.3% | -35.5% |
| 6M | +57.4% | +20.6% | +36.8% | +34.9% |
| YTD | +102.2% | +56.1% | +46.1% | +40.0% |
| 1Y | +99.6% | +69.6% | +30.0% | +28.8% |
| All | +21.7% | +82.0% | -60.3% | -29.2% |
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 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