+24.3%
W vs BHP
+53.4%
-29.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +9.5% |
| 7D | +8.4% | -2.5% | +10.9% | +10.0% |
| 30D | +16.5% | -7.7% | +24.2% | +21.7% |
| 3M | +6.4% | -6.4% | +12.8% | +9.9% |
| 6M | +90.5% | +5.2% | +85.4% | +84.6% |
| YTD | +23.1% | +38.3% | -15.3% | +5.7% |
| 1Y | +24.3% | +53.4% | -29.1% | +4.8% |
| All | +24.3% | +53.4% | -29.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling