+18.9%
ADP vs BHP
+84.2%
-65.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.1% |
| 7D | -3.4% | -2.9% | -0.5% | -3.4% |
| 30D | +2.8% | +3.4% | -0.6% | +2.8% |
| 3M | +20.9% | +4.1% | +16.9% | +21.2% |
| 6M | +29.9% | +20.6% | +9.3% | +29.1% |
| YTD | +9.6% | +56.1% | -46.4% | +5.7% |
| 1Y | -5.3% | +69.6% | -74.9% | -9.9% |
| All | +18.9% | +84.2% | -65.3% | +6.7% |
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 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