+37,071.2%
ADI vs BHP
+7,909.4%
+29,161.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | -3.8% | +3.4% | -7.2% | -5.2% |
| 3M | -15.3% | +4.1% | -19.3% | -16.7% |
| 6M | +6.7% | +20.6% | -13.9% | -1.2% |
| YTD | +34.8% | +56.1% | -21.3% | +12.4% |
| 1Y | +49.0% | +69.6% | -20.6% | +20.2% |
| 3Y | +108.1% | +78.8% | +29.3% | +63.1% |
| 5Y | +142.4% | +113.1% | +29.4% | +72.6% |
| 10Y | +589.9% | +505.9% | +84.0% | +223.8% |
| All | +37,071.2% | +7,909.4% | +29,161.8% | +4,614.7% |
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