+265.2%
SU vs BHP
+496.8%
-231.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.2% | -3.6% | +5.8% | +4.2% |
| 30D | +8.4% | -1.2% | +9.6% | +8.7% |
| 3M | +12.1% | +1.2% | +10.9% | +9.7% |
| 6M | +19.7% | +21.4% | -1.7% | +2.4% |
| YTD | +58.4% | +50.4% | +8.0% | +17.5% |
| 1Y | +67.2% | +67.5% | -0.3% | +15.0% |
| 3Y | +125.0% | +72.8% | +52.2% | +45.3% |
| 5Y | +355.1% | +112.6% | +242.5% | +141.1% |
| All | +265.2% | +496.8% | -231.7% | +9.7% |
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