+125.0%
SU vs BHP
+71.6%
+53.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | -3.6% | +5.8% | +3.0% |
| 30D | +8.4% | -1.2% | +9.6% | +8.5% |
| 3M | +12.1% | +1.2% | +10.9% | +11.3% |
| 6M | +19.7% | +21.4% | -1.7% | +11.9% |
| YTD | +58.4% | +50.4% | +8.0% | +36.6% |
| 1Y | +67.2% | +67.5% | -0.3% | +38.1% |
| 3Y | +125.0% | +72.8% | +52.2% | +78.3% |
| All | +125.0% | +71.6% | +53.5% | +78.3% |
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