+484.0%
V vs BHP
+333.8%
+150.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +9.0% | -4.5% | +13.5% | +10.4% |
| 3M | +16.7% | -6.9% | +23.6% | +18.8% |
| 6M | +33.4% | -10.6% | +44.0% | +36.3% |
| YTD | +22.4% | +37.2% | -14.8% | +6.8% |
| 1Y | +27.7% | +48.0% | -20.4% | +8.4% |
| 3Y | +78.0% | +52.6% | +25.4% | +45.3% |
| 5Y | +108.5% | +116.5% | -7.9% | +40.6% |
| All | +484.0% | +333.8% | +150.2% | +191.0% |
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