+98.3%
USB vs BHP
+76.8%
+21.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -1.3% | +3.4% | -4.7% | -2.4% |
| 3M | +15.2% | +4.1% | +11.2% | +13.3% |
| 6M | +18.8% | +20.6% | -1.8% | +10.5% |
| YTD | +21.0% | +56.1% | -35.0% | +1.7% |
| 1Y | +34.0% | +69.6% | -35.6% | +8.7% |
| All | +98.3% | +76.8% | +21.5% | +49.5% |
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 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