+197.1%
ABT vs BHP
+496.8%
-299.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -3.6% | -2.3% | -5.2% |
| 30D | -8.1% | -1.2% | -6.9% | -7.9% |
| 3M | +14.5% | +1.2% | +13.3% | +13.8% |
| 6M | -6.3% | +21.4% | -27.7% | -11.0% |
| YTD | -17.1% | +50.4% | -67.5% | -25.1% |
| 1Y | -21.4% | +67.5% | -88.9% | -30.8% |
| 3Y | +5.9% | +72.8% | -66.9% | -9.3% |
| 5Y | -12.8% | +112.6% | -125.4% | -31.5% |
| All | +197.1% | +496.8% | -299.7% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling