+22.5%
STM vs BHP
+121.9%
-99.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.7% |
| 7D | +5.2% | +1.3% | +3.9% | +4.3% |
| 30D | -7.4% | +4.0% | -11.3% | -10.1% |
| 3M | -30.6% | +12.3% | -42.9% | -35.8% |
| 6M | +66.4% | +30.8% | +35.6% | +40.4% |
| YTD | +101.1% | +58.8% | +42.4% | +49.9% |
| 1Y | +97.4% | +76.8% | +20.5% | +37.6% |
| 3Y | +21.1% | +87.5% | -66.3% | -19.4% |
| 5Y | +22.5% | +123.9% | -101.4% | -21.7% |
| All | +22.5% | +121.9% | -99.4% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling