-55.9%
ADBE vs BHP
+72.0%
-127.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -2.1% |
| 7D | -12.9% | -3.7% | -9.2% | -12.7% |
| 30D | -5.6% | -0.8% | -4.8% | -5.6% |
| 3M | +6.6% | +7.6% | -1.0% | +6.0% |
| 6M | -9.6% | +20.8% | -30.4% | -11.7% |
| YTD | -28.9% | +50.8% | -79.7% | -33.8% |
| 1Y | -28.9% | +70.9% | -99.9% | -35.8% |
| All | -55.9% | +72.0% | -127.9% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling