+91.7%
USB vs BHP
+368.2%
-276.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +5.8% | -6.3% | +12.1% | +8.5% |
| 3M | -6.0% | -7.1% | +1.2% | -3.7% |
| 6M | +7.8% | -3.2% | +11.0% | +7.1% |
| YTD | +14.6% | +37.9% | -23.3% | -3.6% |
| 1Y | +31.8% | +49.7% | -17.9% | +6.8% |
| 3Y | +91.5% | +51.7% | +39.8% | +50.4% |
| 5Y | +22.0% | +122.0% | -100.0% | -23.9% |
| All | +91.7% | +368.2% | -276.5% | -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 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