-44.0%
ACN vs BHP
+126.1%
-170.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -1.4% | +4.0% | -5.4% | -2.2% |
| 3M | +2.6% | +11.3% | -8.7% | +0.2% |
| 6M | -14.3% | +29.3% | -43.6% | -19.8% |
| YTD | -33.1% | +59.2% | -92.3% | -41.4% |
| 1Y | -28.8% | +80.8% | -109.6% | -40.0% |
| 3Y | -43.0% | +88.0% | -130.9% | -53.4% |
| 5Y | -44.0% | +126.6% | -170.7% | -56.1% |
| All | -44.0% | +126.1% | -170.1% | -56.1% |
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 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