+2,133.0%
STRL vs BHP
+121.9%
+2,011.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -43.7% | +12.3% | -56.0% | -47.2% |
| 6M | +27.1% | +30.8% | -3.7% | +12.0% |
| YTD | +64.0% | +58.8% | +5.2% | +33.5% |
| 1Y | +75.2% | +76.8% | -1.7% | +36.6% |
| 3Y | +539.9% | +87.5% | +452.4% | +377.0% |
| 5Y | +2,133.0% | +123.9% | +2,009.1% | +1,445.8% |
| All | +2,133.0% | +121.9% | +2,011.1% | +1,445.8% |
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