+7,210.0%
URI vs BHP
+4,092.9%
+3,117.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.2% |
| 7D | -9.8% | +0.9% | -10.7% | -10.3% |
| 30D | +1.7% | -6.3% | +8.0% | +5.0% |
| 3M | -9.1% | -7.1% | -1.9% | -6.0% |
| 6M | +9.9% | -3.2% | +13.1% | +9.4% |
| YTD | +31.2% | +37.9% | -6.7% | +5.8% |
| 1Y | +25.9% | +49.7% | -23.8% | -3.1% |
| 3Y | +147.4% | +51.7% | +95.7% | +83.9% |
| 5Y | +179.7% | +122.0% | +57.7% | +62.9% |
| 10Y | +1,419.5% | +382.4% | +1,037.1% | +498.0% |
| All | +7,210.0% | +4,092.9% | +3,117.0% | +1,481.7% |
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 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