+111.1%
VSH vs BHP
+333.8%
-222.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.4% |
| 7D | +14.3% | -0.5% | +14.8% | +15.0% |
| 30D | -7.9% | -4.5% | -3.3% | -4.5% |
| 3M | -19.9% | -6.9% | -13.0% | -15.9% |
| 6M | -30.5% | -10.6% | -20.0% | -24.8% |
| YTD | +85.7% | +37.2% | +48.5% | +56.1% |
| 1Y | +98.9% | +48.0% | +50.9% | +60.2% |
| 3Y | +32.1% | +52.6% | -20.5% | +3.5% |
| 5Y | +39.7% | +116.5% | -76.8% | -16.8% |
| All | +111.1% | +333.8% | -222.6% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling