-25.9%
STRL vs BHP
+53.4%
-79.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.6% | -24.0% | -23.8% |
| 7D | -27.1% | -2.5% | -24.5% | -25.7% |
| 30D | -45.8% | -7.7% | -38.1% | -41.8% |
| 3M | -47.6% | -6.4% | -41.3% | -45.3% |
| 6M | -46.4% | +5.2% | -51.6% | -51.3% |
| YTD | -7.4% | +38.3% | -45.7% | -31.6% |
| 1Y | -25.9% | +53.4% | -79.2% | -50.0% |
| All | -25.9% | +53.4% | -79.3% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling