+81.3%
USB vs BHP
+333.8%
-252.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +8.4% | -4.5% | +12.9% | +10.2% |
| 3M | -5.5% | -6.9% | +1.3% | -3.3% |
| 6M | +17.7% | -10.6% | +28.3% | +21.2% |
| YTD | +17.6% | +37.2% | -19.6% | -0.9% |
| 1Y | +33.9% | +48.0% | -14.2% | +9.0% |
| 3Y | +103.8% | +52.6% | +51.3% | +59.6% |
| 5Y | +25.6% | +116.5% | -90.9% | -20.6% |
| All | +81.3% | +333.8% | -252.4% | -14.5% |
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