+20.9%
UL vs BHP
+123.9%
-103.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | -0.6% | +4.0% | -4.6% | -1.1% |
| 3M | +9.4% | +11.3% | -1.8% | +7.8% |
| 6M | -4.1% | +29.3% | -33.5% | -7.8% |
| YTD | -2.0% | +59.2% | -61.2% | -8.4% |
| 1Y | -9.0% | +80.8% | -89.8% | -16.6% |
| 3Y | +21.8% | +88.0% | -66.2% | +9.7% |
| All | +20.9% | +123.9% | -103.0% | +4.6% |
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