+6,467.5%
ABT vs BHP
+8,048.4%
-1,580.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -2.1% | +4.0% | -6.1% | -2.8% |
| 3M | +17.4% | +12.3% | +5.1% | +14.8% |
| 6M | -2.4% | +30.8% | -33.2% | -7.3% |
| YTD | -14.2% | +58.8% | -73.0% | -21.3% |
| 1Y | -18.3% | +76.8% | -95.2% | -26.5% |
| 3Y | +11.5% | +87.5% | -76.0% | -1.9% |
| 5Y | -9.9% | +123.9% | -133.8% | -24.4% |
| 10Y | +204.4% | +504.4% | -300.0% | +112.0% |
| All | +6,467.5% | +8,048.4% | -1,580.9% | +2,377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling