+200.7%
STT vs BHP
+87.4%
+113.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +3.9% | +4.0% | -0.1% | +2.4% |
| 3M | +19.2% | +12.3% | +6.9% | +13.8% |
| 6M | +60.4% | +30.8% | +29.6% | +43.5% |
| YTD | +51.5% | +58.8% | -7.3% | +25.2% |
| 1Y | +76.3% | +76.8% | -0.6% | +39.5% |
| 3Y | +200.7% | +87.5% | +113.3% | +119.5% |
| All | +200.7% | +87.4% | +113.4% | +119.5% |
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 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