+163.6%
W vs BHP
+262.6%
-99.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -4.2% | -2.9% | -1.3% | -2.5% |
| 30D | -7.6% | +3.4% | -10.9% | -9.4% |
| 3M | +37.2% | +4.1% | +33.1% | +33.9% |
| 6M | +26.3% | +20.6% | +5.7% | +12.7% |
| YTD | -1.0% | +56.1% | -57.0% | -24.8% |
| 1Y | +20.1% | +69.6% | -49.5% | -13.5% |
| 3Y | +37.8% | +78.8% | -41.0% | -2.0% |
| 5Y | -63.7% | +113.1% | -176.7% | -76.5% |
| 10Y | +156.3% | +505.9% | -349.6% | +7.3% |
| All | +163.6% | +262.6% | -99.0% | +23.3% |
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