+4,255.7%
SYY vs BHP
+8,048.4%
-3,792.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -2.8% | +1.3% | -4.0% | -3.0% |
| 30D | -5.3% | +4.0% | -9.2% | -6.1% |
| 3M | +5.1% | +12.3% | -7.2% | +2.1% |
| 6M | -5.0% | +30.8% | -35.8% | -11.1% |
| YTD | +10.7% | +58.8% | -48.1% | -0.8% |
| 1Y | +0.7% | +76.8% | -76.2% | -12.1% |
| 3Y | +24.0% | +87.5% | -63.4% | +5.6% |
| 5Y | +19.3% | +123.9% | -104.6% | -4.3% |
| 10Y | +96.4% | +504.4% | -408.0% | +28.3% |
| All | +4,255.7% | +8,048.4% | -3,792.8% | +1,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling