-9.3%
UL vs BHP
+65.8%
-75.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -1.3% | -5.0% | +3.6% | -1.2% |
| 30D | +0.5% | +1.2% | -0.7% | +0.4% |
| 3M | +17.6% | +1.8% | +15.8% | +17.8% |
| 6M | -5.4% | +18.0% | -23.4% | -6.9% |
| YTD | +0.7% | +52.7% | -52.0% | -0.5% |
| 1Y | -9.3% | +66.0% | -75.2% | -9.9% |
| All | -9.3% | +65.8% | -75.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling