+194.0%
STT vs BHP
+333.8%
-139.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.5% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +3.9% | -4.5% | +8.5% | +6.2% |
| 3M | -8.2% | -6.9% | -1.3% | -5.4% |
| 6M | +15.6% | -10.6% | +26.2% | +20.4% |
| YTD | +37.6% | +37.2% | +0.4% | +12.6% |
| 1Y | +50.1% | +48.0% | +2.1% | +17.7% |
| 3Y | +183.1% | +52.6% | +130.5% | +111.5% |
| 5Y | +104.8% | +116.5% | -11.6% | +17.3% |
| All | +194.0% | +333.8% | -139.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling