+22.7%
SYY vs BHP
+112.0%
-89.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.9% |
| 7D | +1.5% | -3.7% | +5.2% | +2.2% |
| 30D | -2.3% | -0.8% | -1.5% | -2.3% |
| 3M | +5.5% | +7.6% | -2.1% | +3.6% |
| 6M | -1.0% | +20.8% | -21.8% | -5.4% |
| YTD | +14.1% | +50.8% | -36.6% | +4.1% |
| 1Y | +5.6% | +70.9% | -65.4% | -6.4% |
| 3Y | +27.9% | +78.0% | -50.1% | +10.6% |
| 5Y | +22.7% | +113.1% | -90.4% | -0.4% |
| All | +22.7% | +112.0% | -89.2% | -0.4% |
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