+907.2%
STRL vs BHP
+127.1%
+780.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.7% | +11.3% | +13.0% |
| 7D | -13.3% | +3.5% | -16.8% | -15.0% |
| 30D | -43.3% | -4.5% | -38.9% | -41.9% |
| 3M | -46.9% | -6.4% | -40.5% | -45.1% |
| 6M | -65.6% | -0.1% | -65.5% | -65.7% |
| YTD | -5.1% | +43.0% | -48.1% | -18.4% |
| 1Y | -23.1% | +56.5% | -79.6% | -36.3% |
| 3Y | +346.8% | +62.0% | +284.8% | +255.4% |
| 5Y | +907.2% | +130.4% | +776.8% | +602.0% |
| All | +907.2% | +127.1% | +780.1% | +602.0% |
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 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