+208.9%
W vs BHP
+339.3%
-130.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.2% |
| 7D | -1.7% | +2.5% | -4.1% | -3.3% |
| 30D | +3.2% | -5.2% | +8.5% | +7.3% |
| 3M | +8.3% | -8.7% | +17.0% | +15.1% |
| 6M | +84.3% | -6.9% | +91.1% | +92.9% |
| YTD | +11.0% | +39.0% | -27.9% | -15.0% |
| 1Y | -0.2% | +48.9% | -49.2% | -27.7% |
| 3Y | +157.9% | +55.4% | +102.6% | +83.2% |
| 5Y | -56.8% | +119.2% | -176.0% | -75.9% |
| All | +208.9% | +339.3% | -130.4% | +0.7% |
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