-53.0%
SWKS vs BHP
+115.8%
-168.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +12.5% | -2.9% | +15.4% | +14.0% |
| 30D | +10.5% | +3.4% | +7.1% | +8.6% |
| 3M | -7.4% | +4.1% | -11.5% | -9.5% |
| 6M | +32.7% | +20.6% | +12.1% | +19.8% |
| YTD | +19.2% | +56.1% | -36.9% | -6.2% |
| 1Y | +2.4% | +69.6% | -67.2% | -22.9% |
| 3Y | -25.6% | +78.8% | -104.4% | -46.9% |
| All | -53.0% | +115.8% | -168.9% | -68.4% |
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