+1,383.2%
STX vs BHP
+87.4%
+1,295.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.5% |
| 7D | +10.7% | +1.3% | +9.5% | +10.0% |
| 30D | +11.3% | +4.0% | +7.3% | +8.3% |
| 3M | +3.2% | +12.3% | -9.1% | -3.9% |
| 6M | +157.0% | +30.8% | +126.1% | +121.1% |
| YTD | +229.2% | +58.8% | +170.4% | +158.1% |
| 1Y | +381.8% | +76.8% | +305.0% | +259.6% |
| 3Y | +1,383.2% | +87.5% | +1,295.7% | +930.8% |
| All | +1,383.2% | +87.4% | +1,295.8% | +930.8% |
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