+579.5%
VRSK vs BHP
+257.8%
+321.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.2% |
| 7D | -7.7% | -3.7% | -4.0% | -7.1% |
| 30D | -2.8% | -0.8% | -2.0% | -2.8% |
| 3M | -3.7% | +7.6% | -11.3% | -5.5% |
| 6M | -12.8% | +20.8% | -33.6% | -16.9% |
| YTD | -21.0% | +50.8% | -71.7% | -28.4% |
| 1Y | -32.5% | +70.9% | -103.4% | -40.6% |
| 3Y | -26.5% | +78.0% | -104.5% | -37.0% |
| 5Y | -11.5% | +113.1% | -124.6% | -28.8% |
| 10Y | +125.7% | +483.0% | -357.3% | +41.2% |
| All | +579.5% | +257.8% | +321.7% | +346.1% |
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