+12,085.4%
ADP vs BHP
+7,031.6%
+5,053.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +0.3% | +2.5% | -2.2% | -0.4% |
| 30D | +11.6% | -5.2% | +16.8% | +12.7% |
| 3M | +15.1% | -8.7% | +23.8% | +17.0% |
| 6M | +46.0% | -6.9% | +52.9% | +46.6% |
| YTD | +22.4% | +39.0% | -16.6% | +10.2% |
| 1Y | +24.5% | +48.9% | -24.5% | +10.1% |
| 3Y | +44.8% | +55.4% | -10.6% | +24.4% |
| 5Y | +49.1% | +119.2% | -70.2% | +14.8% |
| 10Y | +320.9% | +340.5% | -19.6% | +164.9% |
| All | +12,085.4% | +7,031.6% | +5,053.9% | +3,428.5% |
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