+152.3%
W vs BHP
+498.2%
-345.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | +1.2% |
| 7D | +0.5% | -3.7% | +4.2% | +3.2% |
| 30D | -5.6% | -0.8% | -4.7% | -5.2% |
| 3M | +41.9% | +7.6% | +34.3% | +34.2% |
| 6M | +30.2% | +20.8% | +9.4% | +12.7% |
| YTD | -2.9% | +50.8% | -53.7% | -29.5% |
| 1Y | +11.6% | +70.9% | -59.3% | -26.4% |
| 3Y | +37.0% | +78.0% | -41.0% | -10.8% |
| 5Y | -62.8% | +113.1% | -175.9% | -78.9% |
| All | +152.3% | +498.2% | -345.9% | -23.7% |
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