-17.8%
AA vs BHP
+121.5%
-139.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -2.2% |
| 7D | +1.2% | +3.8% | -2.6% | -2.4% |
| 30D | -5.0% | -6.5% | +1.5% | +2.0% |
| 3M | -22.2% | -8.5% | -13.7% | -14.9% |
| 6M | -36.3% | -2.2% | -34.2% | -35.4% |
| YTD | -24.2% | +40.0% | -64.2% | -49.4% |
| 1Y | +3.9% | +51.3% | -47.4% | -36.4% |
| 3Y | +67.6% | +56.5% | +11.0% | -1.4% |
| All | -17.8% | +121.5% | -139.3% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling