+1,697.2%
ACN vs BHP
+3,436.5%
-1,739.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | +9.4% | +3.4% | +6.0% | +8.2% |
| 3M | +5.6% | +4.1% | +1.6% | +3.7% |
| 6M | -9.3% | +20.6% | -29.8% | -15.7% |
| YTD | -29.0% | +56.1% | -85.0% | -39.6% |
| 1Y | -24.7% | +69.6% | -94.3% | -37.8% |
| 3Y | -39.8% | +78.8% | -118.6% | -52.0% |
| 5Y | -40.9% | +113.1% | -154.0% | -56.6% |
| 10Y | +91.1% | +505.9% | -414.8% | -2.5% |
| All | +1,697.2% | +3,436.5% | -1,739.3% | +317.6% |
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 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