-8.3%
ADP vs BHP
+77.6%
-85.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.7% | +0.9% | -6.6% | -5.5% |
| 30D | -3.1% | +4.0% | -7.1% | -2.3% |
| 3M | +15.6% | +11.3% | +4.3% | +18.8% |
| 6M | +20.8% | +29.3% | -8.5% | +26.9% |
| YTD | +4.7% | +59.2% | -54.5% | +11.1% |
| 1Y | -8.3% | +80.8% | -89.1% | -2.9% |
| All | -8.3% | +77.6% | -85.9% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling