+9.3%
ABT vs BHP
+81.6%
-72.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.7% | +0.9% | -5.6% | -4.7% |
| 30D | -3.1% | +4.0% | -7.2% | -3.1% |
| 3M | +16.1% | +11.3% | +4.9% | +16.1% |
| 6M | -5.3% | +29.3% | -34.7% | -6.5% |
| YTD | -14.4% | +59.2% | -73.7% | -16.5% |
| 1Y | -18.4% | +80.8% | -99.3% | -20.9% |
| All | +9.3% | +81.6% | -72.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling