+5.5%
URI vs BHP
+76.4%
-70.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +2.5% | +1.3% | +1.3% | +2.3% |
| 30D | -12.5% | +4.0% | -16.5% | -13.1% |
| 3M | -6.2% | +12.3% | -18.5% | -8.2% |
| 6M | +25.9% | +30.8% | -5.0% | +17.9% |
| YTD | +26.2% | +58.8% | -32.6% | +8.9% |
| 1Y | +5.5% | +76.8% | -71.4% | -12.7% |
| All | +5.5% | +76.4% | -70.9% | -12.7% |
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