+10,816.5%
ADP vs BHP
+7,909.4%
+2,907.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | +2.8% | +3.4% | -0.6% | +1.9% |
| 3M | +20.9% | +4.1% | +16.9% | +18.9% |
| 6M | +29.9% | +20.6% | +9.3% | +22.4% |
| YTD | +9.6% | +56.1% | -46.4% | -3.6% |
| 1Y | -5.3% | +69.6% | -74.9% | -18.6% |
| 3Y | +16.5% | +78.8% | -62.3% | -3.0% |
| 5Y | +49.4% | +113.1% | -63.7% | +16.3% |
| 10Y | +282.2% | +505.9% | -223.7% | +123.7% |
| All | +10,816.5% | +7,909.4% | +2,907.1% | +2,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling