+19,359.6%
STRL vs BHP
+5,568.7%
+13,790.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.4% | -2.9% | +6.3% | +4.5% |
| 30D | -9.2% | +3.4% | -12.6% | -10.5% |
| 3M | -51.0% | +4.1% | -55.1% | -51.8% |
| 6M | +15.8% | +20.6% | -4.8% | +9.0% |
| YTD | +58.9% | +56.1% | +2.8% | +36.6% |
| 1Y | +68.5% | +69.6% | -1.1% | +40.8% |
| 3Y | +485.2% | +78.8% | +406.4% | +374.8% |
| 5Y | +2,005.1% | +113.1% | +1,892.1% | +1,465.5% |
| 10Y | +7,118.0% | +505.9% | +6,612.1% | +3,666.7% |
| All | +19,359.6% | +5,568.7% | +13,790.9% | +8,389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling