+210.1%
W vs BHP
+333.8%
-123.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | +6.8% | -4.5% | +11.3% | +10.4% |
| 3M | +10.7% | -6.9% | +17.6% | +16.0% |
| 6M | +86.3% | -10.6% | +96.9% | +100.9% |
| YTD | +11.5% | +37.2% | -25.7% | -13.9% |
| 1Y | +5.1% | +48.0% | -42.9% | -23.5% |
| 3Y | +171.0% | +52.6% | +118.4% | +95.0% |
| 5Y | -56.6% | +116.5% | -173.1% | -75.6% |
| All | +210.1% | +333.8% | -123.7% | +2.0% |
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