+43.6%
VMC vs BHP
+119.2%
-75.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +15.5% | -4.5% | +20.0% | +16.7% |
| 3M | +0.6% | -6.9% | +7.5% | +2.1% |
| 6M | +2.1% | -10.6% | +12.6% | +4.2% |
| YTD | -1.6% | +37.2% | -38.8% | -10.5% |
| 1Y | -1.2% | +48.0% | -49.2% | -12.0% |
| 3Y | +35.3% | +52.6% | -17.2% | +16.9% |
| All | +43.6% | +119.2% | -75.6% | +4.4% |
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