+32.3%
UL vs BHP
+122.0%
-89.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | -2.5% | +2.5% | -4.9% | -2.8% |
| 30D | +5.7% | -5.2% | +10.9% | +6.3% |
| 3M | +7.0% | -8.7% | +15.7% | +8.0% |
| 6M | +16.1% | -6.9% | +22.9% | +16.6% |
| YTD | +3.6% | +39.0% | -35.4% | -2.1% |
| 1Y | -1.4% | +48.9% | -50.3% | -7.7% |
| 3Y | +34.1% | +55.4% | -21.3% | +23.1% |
| All | +32.3% | +122.0% | -89.7% | +11.6% |
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