+54.5%
USAR vs BHP
+65.1%
-10.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -11.6% | -3.6% | -8.0% | -9.4% |
| 30D | -15.5% | -1.2% | -14.3% | -14.7% |
| 3M | -31.0% | +1.2% | -32.2% | -31.4% |
| 6M | -26.2% | +21.4% | -47.6% | -32.0% |
| YTD | +30.8% | +50.4% | -19.7% | +14.6% |
| 1Y | +7.1% | +67.5% | -60.4% | -7.7% |
| 3Y | +53.0% | +72.8% | -19.8% | +33.5% |
| All | +54.5% | +65.1% | -10.6% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling