+45.8%
ADP vs BHP
+121.9%
-76.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.7% |
| 7D | -5.5% | +1.3% | -6.7% | -5.6% |
| 30D | -1.2% | +4.0% | -5.2% | -1.7% |
| 3M | +17.9% | +12.3% | +5.6% | +16.1% |
| 6M | +20.3% | +30.8% | -10.5% | +15.4% |
| YTD | +5.8% | +58.8% | -52.9% | -2.3% |
| 1Y | -7.7% | +76.8% | -84.6% | -16.7% |
| 3Y | +14.7% | +87.5% | -72.7% | +0.2% |
| 5Y | +45.8% | +123.9% | -78.1% | +25.2% |
| All | +45.8% | +121.9% | -76.1% | +25.2% |
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