+1,972.8%
STX vs BHP
+333.8%
+1,639.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | +14.6% | -0.5% | +15.1% | +15.1% |
| 30D | -26.0% | -4.5% | -21.4% | -24.1% |
| 3M | -42.6% | -6.9% | -35.7% | -40.7% |
| 6M | -35.3% | -10.6% | -24.7% | -31.6% |
| YTD | +92.5% | +37.2% | +55.3% | +65.8% |
| 1Y | +102.4% | +48.0% | +54.4% | +68.2% |
| 3Y | +673.8% | +52.6% | +621.3% | +520.5% |
| 5Y | +463.1% | +116.5% | +346.6% | +273.9% |
| All | +1,972.8% | +333.8% | +1,639.1% | +909.2% |
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