+2,653.9%
UL vs BHP
+7,909.4%
-5,255.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | +0.5% | +3.4% | -2.9% | -0.3% |
| 3M | +17.6% | +4.1% | +13.5% | +15.9% |
| 6M | -5.4% | +20.6% | -26.0% | -10.0% |
| YTD | +0.7% | +56.1% | -55.4% | -9.9% |
| 1Y | -9.3% | +69.6% | -78.9% | -20.5% |
| 3Y | +24.5% | +78.8% | -54.3% | +6.1% |
| 5Y | +23.2% | +113.1% | -89.8% | -1.6% |
| 10Y | +64.5% | +505.9% | -441.4% | -1.8% |
| All | +2,653.9% | +7,909.4% | -5,255.5% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling