-68.3%
U vs BHP
+126.1%
-194.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | +0.9% | +3.5% | +3.8% |
| 30D | -1.3% | +4.0% | -5.3% | -4.1% |
| 3M | +49.6% | +11.3% | +38.3% | +38.0% |
| 6M | +100.2% | +29.3% | +70.9% | +64.6% |
| YTD | -3.7% | +59.2% | -62.9% | -33.0% |
| 1Y | -6.5% | +80.8% | -87.4% | -41.0% |
| 3Y | +12.9% | +88.0% | -75.1% | -31.6% |
| 5Y | -68.3% | +126.6% | -194.9% | -81.2% |
| All | -68.3% | +126.1% | -194.4% | -81.2% |
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