+1,077.4%
STX vs BHP
+126.1%
+951.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +9.6% | +0.9% | +8.7% | +9.1% |
| 30D | +10.6% | +4.0% | +6.6% | +7.8% |
| 3M | +4.8% | +11.3% | -6.5% | -1.3% |
| 6M | +137.3% | +29.3% | +107.9% | +107.3% |
| YTD | +222.5% | +59.2% | +163.3% | +155.1% |
| 1Y | +366.2% | +80.8% | +285.4% | +247.1% |
| 3Y | +1,352.9% | +88.0% | +1,264.9% | +929.5% |
| 5Y | +1,077.4% | +126.6% | +950.8% | +632.5% |
| All | +1,077.4% | +126.1% | +951.4% | +632.5% |
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 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