+3,476.8%
STX vs BHP
+498.2%
+2,978.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | 0.0% |
| 7D | +8.0% | -3.7% | +11.7% | +10.0% |
| 30D | +5.1% | -0.8% | +5.9% | +5.1% |
| 3M | +5.8% | +7.6% | -1.8% | +1.7% |
| 6M | +124.9% | +20.8% | +104.2% | +105.0% |
| YTD | +213.9% | +50.8% | +163.1% | +157.9% |
| 1Y | +350.4% | +70.9% | +279.5% | +248.9% |
| 3Y | +1,314.2% | +78.0% | +1,236.2% | +949.8% |
| 5Y | +1,092.8% | +113.1% | +979.7% | +693.3% |
| All | +3,476.8% | +498.2% | +2,978.6% | +1,441.9% |
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