+40.5%
W vs BHP
+87.4%
-46.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -1.0% |
| 7D | +6.5% | +1.3% | +5.2% | +5.3% |
| 30D | -6.2% | +4.0% | -10.2% | -9.6% |
| 3M | +48.9% | +12.3% | +36.6% | +33.9% |
| 6M | +31.2% | +30.8% | +0.4% | +1.5% |
| YTD | -0.4% | +58.8% | -59.2% | -37.9% |
| 1Y | +14.8% | +76.8% | -62.0% | -36.5% |
| 3Y | +40.5% | +87.5% | -47.0% | -30.2% |
| All | +40.5% | +87.4% | -46.9% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling