+198.3%
W vs BHP
+225.3%
-27.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.5% |
| 7D | +1.1% | +3.8% | -2.7% | -0.9% |
| 30D | +6.4% | -6.5% | +12.9% | +10.6% |
| 3M | +9.0% | -8.5% | +17.5% | +14.5% |
| 6M | +69.8% | -2.2% | +72.0% | +71.2% |
| YTD | +12.1% | +40.0% | -27.9% | -9.5% |
| 1Y | 0.0% | +51.3% | -51.3% | -23.0% |
| 3Y | +160.3% | +56.5% | +103.8% | +99.3% |
| 5Y | -53.3% | +130.2% | -183.5% | -70.5% |
| 10Y | +217.0% | +336.5% | -119.6% | +47.9% |
| All | +198.3% | +225.3% | -27.0% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling