-100.0%
VIVK vs BHP
+304.9%
-404.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.3% | -6.6% | -6.4% |
| 7D | -7.9% | +0.9% | -8.8% | -7.9% |
| 30D | -42.0% | +4.0% | -46.0% | -42.2% |
| 3M | -92.5% | +11.3% | -103.8% | -92.6% |
| 6M | -98.0% | +29.3% | -127.3% | -98.1% |
| YTD | -97.9% | +59.2% | -157.1% | -98.0% |
| 1Y | -100.0% | +80.8% | -180.8% | -100.0% |
| 3Y | -100.0% | +88.0% | -188.0% | -100.0% |
| 5Y | -100.0% | +126.6% | -226.6% | -100.0% |
| 10Y | -100.0% | +515.7% | -615.7% | -100.0% |
| All | -100.0% | +304.9% | -404.9% | -100.0% |
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 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