+7,406.7%
STRL vs BHP
+501.5%
+6,905.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.3% |
| 7D | +10.1% | +1.3% | +8.8% | +9.4% |
| 30D | -8.2% | +4.0% | -12.2% | -10.4% |
| 3M | -43.7% | +12.3% | -56.0% | -47.4% |
| 6M | +27.1% | +30.8% | -3.7% | +11.0% |
| YTD | +64.0% | +58.8% | +5.2% | +30.0% |
| 1Y | +75.2% | +76.8% | -1.7% | +31.6% |
| 3Y | +539.9% | +87.5% | +452.4% | +356.4% |
| 5Y | +2,133.0% | +123.9% | +2,009.1% | +1,272.2% |
| All | +7,406.7% | +501.5% | +6,905.2% | +2,893.9% |
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