+319.9%
ADP vs BHP
+333.8%
-13.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +1.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +10.6% | -4.5% | +15.1% | +11.6% |
| 3M | +12.9% | -6.9% | +19.8% | +14.4% |
| 6M | +50.6% | -10.6% | +61.2% | +52.9% |
| YTD | +23.2% | +37.2% | -14.0% | +8.8% |
| 1Y | +25.3% | +48.0% | -22.8% | +7.9% |
| 3Y | +47.1% | +52.6% | -5.4% | +22.3% |
| 5Y | +50.1% | +116.5% | -66.4% | +5.2% |
| All | +319.9% | +333.8% | -13.9% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling