-24.7%
STRL vs BHP
+51.6%
-76.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.6% |
| 7D | -19.8% | +3.8% | -23.6% | -22.6% |
| 30D | -43.6% | -6.5% | -37.1% | -39.9% |
| 3M | -45.2% | -8.5% | -36.7% | -41.0% |
| 6M | -65.7% | -2.2% | -63.6% | -66.3% |
| YTD | -5.4% | +40.0% | -45.5% | -28.3% |
| 1Y | -24.7% | +51.3% | -76.0% | -45.0% |
| All | -24.7% | +51.6% | -76.2% | -45.0% |
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