+105.5%
V vs BHP
+127.1%
-21.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.7% |
| 7D | -0.8% | +3.5% | -4.3% | -1.4% |
| 30D | +9.5% | -4.5% | +14.0% | +10.3% |
| 3M | +16.7% | -6.4% | +23.0% | +17.7% |
| 6M | +32.9% | -0.1% | +33.0% | +31.9% |
| YTD | +21.1% | +43.0% | -21.9% | +10.7% |
| 1Y | +26.6% | +56.5% | -29.9% | +13.4% |
| 3Y | +78.4% | +62.0% | +16.3% | +54.8% |
| 5Y | +105.5% | +130.4% | -24.9% | +64.2% |
| All | +105.5% | +127.1% | -21.6% | +64.2% |
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