+11.6%
W vs BHP
+71.4%
-59.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | +0.6% |
| 7D | +0.5% | -3.7% | +4.2% | +2.8% |
| 30D | -5.6% | -0.8% | -4.7% | -5.3% |
| 3M | +41.9% | +7.6% | +34.3% | +35.1% |
| 6M | +30.2% | +20.8% | +9.4% | +14.9% |
| YTD | -2.9% | +50.8% | -53.7% | -24.8% |
| 1Y | +11.6% | +70.9% | -59.3% | -18.6% |
| All | +11.6% | +71.4% | -59.8% | -18.6% |
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