-33.9%
AAL vs BHP
+124.0%
-157.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +3.4% | +2.4% | +1.1% | +2.5% |
| 30D | +11.7% | -5.4% | +17.1% | +14.5% |
| 3M | -7.8% | -6.9% | -0.9% | -5.2% |
| 6M | +10.2% | -4.3% | +14.6% | +11.3% |
| YTD | -8.0% | +41.6% | -49.7% | -23.1% |
| 1Y | +8.5% | +53.3% | -44.8% | -12.6% |
| 3Y | +19.5% | +58.4% | -38.9% | -8.3% |
| 5Y | -33.9% | +121.3% | -155.2% | -62.8% |
| All | -33.9% | +124.0% | -157.9% | -62.8% |
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 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