-41.7%
ACHR vs BHP
+110.7%
-152.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.3% | -3.6% | +1.3% | 0.0% |
| 30D | -11.3% | -1.2% | -10.1% | -11.1% |
| 3M | +5.3% | +1.2% | +4.1% | +3.8% |
| 6M | -13.2% | +21.4% | -34.6% | -23.6% |
| YTD | -25.8% | +50.4% | -76.2% | -43.0% |
| 1Y | -34.3% | +67.5% | -101.8% | -52.6% |
| 3Y | -19.9% | +72.8% | -92.8% | -44.2% |
| All | -41.7% | +110.7% | -152.4% | -63.0% |
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