+22,327.1%
ADBE vs BHP
+7,909.4%
+14,417.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | -8.6% | -2.9% | -5.7% | -7.6% |
| 30D | +2.8% | +3.4% | -0.6% | +1.5% |
| 3M | +3.1% | +4.1% | -0.9% | +0.5% |
| 6M | -2.4% | +20.6% | -23.0% | -10.5% |
| YTD | -23.9% | +56.1% | -79.9% | -36.9% |
| 1Y | -22.6% | +69.6% | -92.2% | -38.1% |
| 3Y | -52.7% | +78.8% | -131.5% | -63.7% |
| 5Y | -60.0% | +113.1% | -173.1% | -72.0% |
| 10Y | +157.3% | +505.9% | -348.6% | +17.2% |
| All | +22,327.1% | +7,909.4% | +14,417.7% | +3,811.7% |
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