+155.8%
STT vs BHP
+126.1%
+29.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.6% |
| 30D | +2.8% | +4.0% | -1.2% | +1.1% |
| 3M | +18.1% | +11.3% | +6.9% | +12.6% |
| 6M | +59.2% | +29.3% | +29.9% | +41.7% |
| YTD | +51.5% | +59.2% | -7.8% | +23.1% |
| 1Y | +75.7% | +80.8% | -5.2% | +35.2% |
| 3Y | +200.8% | +88.0% | +112.8% | +121.5% |
| 5Y | +155.8% | +126.6% | +29.1% | +68.7% |
| All | +155.8% | +126.1% | +29.7% | +68.7% |
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