+33.1%
URI vs BHP
+54.8%
-21.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.7% | +3.2% | +6.3% |
| 7D | -4.0% | +3.5% | -7.5% | -4.5% |
| 30D | +6.8% | -4.5% | +11.3% | +7.4% |
| 3M | -2.8% | -6.4% | +3.5% | -2.0% |
| 6M | +20.9% | -0.1% | +20.9% | +19.9% |
| YTD | +40.2% | +43.0% | -2.8% | +23.9% |
| All | +33.1% | +54.8% | -21.7% | +11.3% |
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