+4,605.7%
ADSK vs BHP
+7,637.4%
-3,031.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.7% | +4.3% |
| 7D | -10.9% | -3.7% | -7.2% | -9.8% |
| 30D | -15.9% | -0.8% | -15.0% | -15.9% |
| 3M | -4.4% | +7.6% | -12.0% | -8.0% |
| 6M | -16.6% | +20.8% | -37.4% | -24.0% |
| YTD | -28.5% | +50.8% | -79.3% | -40.6% |
| 1Y | -34.6% | +70.9% | -105.6% | -48.4% |
| 3Y | -3.5% | +78.0% | -81.5% | -26.5% |
| 5Y | -25.6% | +113.1% | -138.7% | -48.5% |
| 10Y | +216.6% | +483.0% | -266.4% | +46.4% |
| All | +4,605.7% | +7,637.4% | -3,031.7% | +937.8% |
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