-16.6%
ADSK vs BHP
+21.3%
-37.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.7% | +1.5% |
| 7D | -10.9% | -3.7% | -7.2% | -11.5% |
| 30D | -15.9% | -0.8% | -15.0% | -15.9% |
| 3M | -4.4% | +7.6% | -12.0% | -2.3% |
| 6M | -16.6% | +20.8% | -37.4% | -15.3% |
| All | -16.6% | +21.3% | -37.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling