+8,026.5%
USB vs BHP
+6,860.6%
+1,165.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -1.5% | -4.0% | +2.5% | -0.2% |
| 30D | +4.3% | -9.7% | +14.0% | +7.6% |
| 3M | -6.1% | -10.2% | +4.1% | -3.2% |
| 6M | +9.4% | +1.3% | +8.1% | +7.4% |
| YTD | +15.2% | +35.6% | -20.5% | +2.1% |
| 1Y | +32.8% | +47.5% | -14.7% | +14.5% |
| 3Y | +91.3% | +48.9% | +42.4% | +62.0% |
| 5Y | +22.7% | +118.4% | -95.7% | -10.3% |
| 10Y | +97.0% | +374.5% | -277.4% | +11.1% |
| All | +8,026.5% | +6,860.6% | +1,165.9% | +2,747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling