+30.4%
URI vs BHP
+51.6%
-21.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -6.0% | +3.8% | -9.8% | -6.4% |
| 30D | +4.6% | -6.5% | +11.1% | +5.6% |
| 3M | -2.7% | -8.5% | +5.8% | -1.5% |
| 6M | +18.4% | -2.2% | +20.5% | +17.9% |
| YTD | +37.4% | +40.0% | -2.7% | +21.8% |
| 1Y | +30.4% | +51.3% | -21.0% | +9.4% |
| All | +30.4% | +51.6% | -21.2% | +9.4% |
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