+1,216.9%
VST vs BHP
+429.6%
+787.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.6% |
| 7D | +8.9% | -2.9% | +11.8% | +10.0% |
| 30D | +6.2% | +3.4% | +2.8% | +4.8% |
| 3M | -2.7% | +4.1% | -6.8% | -4.6% |
| 6M | -8.4% | +20.6% | -28.9% | -15.0% |
| YTD | -7.2% | +56.1% | -63.3% | -21.5% |
| 1Y | -20.9% | +69.6% | -90.5% | -35.2% |
| 3Y | +384.0% | +78.8% | +305.2% | +281.9% |
| 5Y | +757.1% | +113.1% | +644.0% | +508.9% |
| All | +1,216.9% | +429.6% | +787.2% | +564.2% |
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