+64.2%
T vs BHP
+126.1%
-61.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.2% |
| 30D | +4.6% | +4.0% | +0.5% | +4.2% |
| 3M | +12.2% | +11.3% | +1.0% | +11.1% |
| 6M | -6.5% | +29.3% | -35.8% | -8.9% |
| YTD | +4.9% | +59.2% | -54.3% | -0.4% |
| 1Y | -10.5% | +80.8% | -91.3% | -16.3% |
| 3Y | +104.6% | +88.0% | +16.6% | +87.7% |
| 5Y | +64.2% | +126.6% | -62.4% | +45.7% |
| All | +64.2% | +126.1% | -61.9% | +45.7% |
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 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