-10.0%
ABT vs BHP
+123.9%
-133.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.7% | +0.9% | -5.6% | -4.8% |
| 30D | -3.1% | +4.0% | -7.2% | -3.4% |
| 3M | +16.1% | +11.3% | +4.9% | +14.9% |
| 6M | -5.3% | +29.3% | -34.7% | -8.2% |
| YTD | -14.4% | +59.2% | -73.7% | -19.2% |
| 1Y | -18.4% | +80.8% | -99.3% | -24.2% |
| 3Y | +11.2% | +88.0% | -76.8% | +1.3% |
| All | -10.0% | +123.9% | -133.8% | -18.3% |
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