-31.9%
ADSK vs BHP
+65.8%
-97.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.5% | -5.8% | -8.5% |
| 7D | -16.4% | -5.0% | -11.4% | -16.9% |
| 30D | -9.2% | +1.2% | -10.4% | -9.0% |
| 3M | -6.7% | +1.8% | -8.6% | -5.6% |
| 6M | -15.5% | +18.0% | -33.5% | -13.8% |
| YTD | -26.4% | +52.7% | -79.1% | -25.7% |
| 1Y | -31.9% | +66.0% | -97.9% | -32.4% |
| All | -31.9% | +65.8% | -97.7% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling