+7,325.6%
STT vs BHP
+7,909.4%
-583.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | +3.9% | +3.4% | +0.5% | +2.1% |
| 3M | +20.0% | +4.1% | +15.9% | +16.7% |
| 6M | +55.3% | +20.6% | +34.7% | +40.2% |
| YTD | +53.3% | +56.1% | -2.7% | +22.3% |
| 1Y | +74.7% | +69.6% | +5.1% | +33.8% |
| 3Y | +205.8% | +78.8% | +127.0% | +123.3% |
| 5Y | +145.0% | +113.1% | +32.0% | +59.5% |
| 10Y | +266.0% | +505.9% | -239.9% | +44.8% |
| All | +7,325.6% | +7,909.4% | -583.7% | +1,254.5% |
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