-44.0%
ACHR vs BHP
+114.4%
-158.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.3% | -3.6% | +1.3% | -0.2% |
| 30D | -11.3% | -1.2% | -10.1% | -11.1% |
| 3M | +5.3% | +1.2% | +4.1% | +4.0% |
| 6M | -13.2% | +21.4% | -34.6% | -22.4% |
| YTD | -25.8% | +50.4% | -76.2% | -41.2% |
| 1Y | -34.3% | +67.5% | -101.8% | -50.7% |
| 3Y | -19.9% | +72.8% | -92.8% | -41.5% |
| 5Y | -42.7% | +112.6% | -155.3% | -60.4% |
| All | -44.0% | +114.4% | -158.4% | -61.6% |
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