+577.6%
XYZ vs BHP
+499.3%
+78.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +1.6% |
| 7D | +14.9% | +3.5% | +11.4% | +13.0% |
| 30D | +14.7% | -4.5% | +19.1% | +17.3% |
| 3M | +12.1% | -6.4% | +18.5% | +15.5% |
| 6M | +18.3% | -0.1% | +18.4% | +16.6% |
| YTD | +36.1% | +43.0% | -7.0% | +9.1% |
| 1Y | +35.3% | +56.5% | -21.2% | +3.1% |
| 3Y | +73.5% | +62.0% | +11.4% | +27.4% |
| 5Y | -61.6% | +130.4% | -192.0% | -76.7% |
| 10Y | +638.0% | +349.1% | +288.9% | +227.3% |
| All | +577.6% | +499.3% | +78.3% | +151.8% |
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