+1,164.9%
VST vs BHP
+333.8%
+831.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +6.6% | -0.5% | +7.1% | +6.8% |
| 30D | -12.4% | -4.5% | -7.8% | -10.9% |
| 3M | -9.0% | -6.9% | -2.1% | -6.8% |
| 6M | -6.4% | -10.6% | +4.1% | -3.3% |
| YTD | -17.2% | +37.2% | -54.4% | -26.8% |
| 1Y | -22.0% | +48.0% | -70.1% | -33.0% |
| 3Y | +296.7% | +52.6% | +244.1% | +231.1% |
| 5Y | +637.6% | +116.5% | +521.1% | +417.4% |
| All | +1,164.9% | +333.8% | +831.1% | +577.7% |
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