+92.5%
USB vs BHP
+48.1%
+44.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -1.5% | -4.0% | +2.5% | -0.5% |
| 30D | +4.3% | -9.7% | +14.0% | +6.8% |
| 3M | -6.1% | -10.2% | +4.1% | -3.9% |
| 6M | +9.4% | +1.3% | +8.1% | +7.1% |
| YTD | +15.2% | +35.6% | -20.5% | +1.3% |
| 1Y | +32.8% | +47.5% | -14.7% | +13.3% |
| All | +92.5% | +48.1% | +44.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling