+67.0%
VSH vs BHP
+126.1%
-59.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +3.5% | +0.9% | +2.6% | +3.0% |
| 30D | -4.4% | +4.0% | -8.4% | -6.8% |
| 3M | -45.8% | +11.3% | -57.1% | -49.0% |
| 6M | +90.1% | +29.3% | +60.8% | +66.2% |
| YTD | +120.3% | +59.2% | +61.1% | +73.3% |
| 1Y | +112.2% | +80.8% | +31.4% | +57.1% |
| 3Y | +36.6% | +88.0% | -51.4% | -2.0% |
| 5Y | +67.0% | +126.6% | -59.6% | +14.4% |
| All | +67.0% | +126.1% | -59.1% | +14.4% |
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