+566.1%
XYZ vs BHP
+339.3%
+226.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.9% |
| 7D | -2.1% | +2.5% | -4.6% | -3.4% |
| 30D | +7.0% | -5.2% | +12.3% | +10.4% |
| 3M | +5.1% | -8.7% | +13.8% | +10.2% |
| 6M | +14.1% | -6.9% | +20.9% | +17.0% |
| YTD | +26.4% | +39.0% | -12.6% | +0.1% |
| 1Y | +25.1% | +48.9% | -23.9% | -5.3% |
| 3Y | +59.7% | +55.4% | +4.4% | +15.0% |
| 5Y | -63.8% | +119.2% | -183.1% | -79.2% |
| All | +566.1% | +339.3% | +226.7% | +155.3% |
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 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