-5.9%
ABT vs BHP
+53.4%
-59.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +5.7% |
| 7D | +12.5% | -2.5% | +15.1% | +12.4% |
| 30D | +16.1% | -7.7% | +23.8% | +15.7% |
| 3M | +10.2% | -6.4% | +16.6% | +10.1% |
| 6M | +33.7% | +5.2% | +28.5% | +32.1% |
| YTD | -5.5% | +38.3% | -43.8% | -9.3% |
| 1Y | -5.9% | +53.4% | -59.3% | -10.1% |
| All | -5.9% | +53.4% | -59.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling