+346.8%
STRL vs BHP
+60.3%
+286.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.7% | +11.3% | +12.5% |
| 7D | -13.3% | +3.5% | -16.8% | -15.4% |
| 30D | -43.3% | -4.5% | -38.9% | -41.5% |
| 3M | -46.9% | -6.4% | -40.5% | -44.7% |
| 6M | -65.6% | -0.1% | -65.5% | -65.9% |
| YTD | -5.1% | +43.0% | -48.1% | -21.1% |
| 1Y | -23.1% | +56.5% | -79.6% | -38.7% |
| 3Y | +346.8% | +62.0% | +284.8% | +238.1% |
| All | +346.8% | +60.3% | +286.5% | +238.1% |
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