+67.1%
V vs BHP
+121.9%
-54.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.0% |
| 7D | -1.1% | +1.3% | -2.3% | -1.3% |
| 30D | +1.9% | +4.0% | -2.1% | +1.1% |
| 3M | +15.5% | +12.3% | +3.2% | +12.7% |
| 6M | +16.6% | +30.8% | -14.2% | +9.6% |
| YTD | +5.7% | +58.8% | -53.0% | -5.1% |
| 1Y | +8.6% | +76.8% | -68.3% | -5.2% |
| 3Y | +52.5% | +87.5% | -34.9% | +28.3% |
| 5Y | +67.1% | +123.9% | -56.8% | +32.7% |
| All | +67.1% | +121.9% | -54.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling