+32.9%
URI vs BHP
+53.4%
-20.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -4.7% |
| 7D | -4.3% | -2.5% | -1.8% | -4.0% |
| 30D | +4.6% | -7.7% | +12.3% | +5.7% |
| 3M | -2.1% | -6.4% | +4.2% | -1.2% |
| 6M | +21.9% | +5.2% | +16.8% | +20.1% |
| YTD | +39.7% | +38.3% | +1.4% | +25.0% |
| 1Y | +32.9% | +53.4% | -20.5% | +11.7% |
| All | +32.9% | +53.4% | -20.6% | +11.7% |
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