-35.9%
AAL vs BHP
+126.1%
-162.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -13.7% | +4.0% | -17.8% | -15.3% |
| 3M | -8.2% | +11.3% | -19.4% | -12.7% |
| 6M | +13.1% | +29.3% | -16.2% | +0.5% |
| YTD | -15.6% | +59.2% | -74.8% | -32.0% |
| 1Y | +1.4% | +80.8% | -79.4% | -23.0% |
| 3Y | -7.4% | +88.0% | -95.4% | -32.7% |
| 5Y | -35.9% | +126.6% | -162.6% | -59.7% |
| All | -35.9% | +126.1% | -162.0% | -59.7% |
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