+215.4%
ADSK vs BHP
+496.8%
-281.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -3.6% | +1.1% | -1.3% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | +3.3% | +1.2% | +2.1% | +1.8% |
| 6M | -15.7% | +21.4% | -37.1% | -24.1% |
| YTD | -28.2% | +50.4% | -78.7% | -41.9% |
| 1Y | -34.5% | +67.5% | -102.1% | -49.8% |
| 3Y | -2.9% | +72.8% | -75.7% | -28.7% |
| 5Y | -25.3% | +112.6% | -137.9% | -52.5% |
| All | +215.4% | +496.8% | -281.5% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling