+47.3%
ADP vs BHP
+127.1%
-79.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.8% |
| 7D | +1.1% | +3.5% | -2.4% | +0.8% |
| 30D | +11.5% | -4.5% | +16.0% | +12.0% |
| 3M | +12.0% | -6.4% | +18.4% | +12.6% |
| 6M | +43.8% | -0.1% | +43.9% | +42.9% |
| YTD | +20.1% | +43.0% | -23.0% | +11.6% |
| 1Y | +22.3% | +56.5% | -34.2% | +11.7% |
| 3Y | +43.3% | +62.0% | -18.8% | +27.2% |
| 5Y | +47.3% | +130.4% | -83.0% | +21.7% |
| All | +47.3% | +127.1% | -79.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling