-7.4%
ABT vs BHP
+119.2%
-126.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +6.0% | -4.5% | +10.6% | +6.4% |
| 3M | -1.9% | -6.9% | +5.0% | -1.3% |
| 6M | +31.2% | -10.6% | +41.7% | +32.2% |
| YTD | -11.2% | +37.2% | -48.4% | -15.3% |
| 1Y | -14.0% | +48.0% | -62.0% | -18.7% |
| 3Y | +20.7% | +52.6% | -31.9% | +12.1% |
| All | -7.4% | +119.2% | -126.6% | -14.2% |
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 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