-41.5%
ACHR vs BHP
+126.3%
-167.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.1% |
| 30D | +4.3% | +4.0% | +0.3% | +1.5% |
| 3M | +1.7% | +12.3% | -10.6% | -5.4% |
| 6M | -6.9% | +30.8% | -37.7% | -20.2% |
| YTD | -22.5% | +58.8% | -81.2% | -40.4% |
| 1Y | -31.5% | +76.8% | -108.3% | -50.1% |
| 3Y | -14.4% | +87.5% | -101.9% | -40.0% |
| 5Y | -41.6% | +123.9% | -165.5% | -61.0% |
| All | -41.5% | +126.3% | -167.8% | -61.1% |
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