+97.6%
AGG vs BHP
+1,914.3%
-1,816.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | -0.2% | +4.0% | -4.3% | -0.2% |
| 3M | -0.7% | +11.3% | -12.0% | -0.7% |
| 6M | -1.8% | +29.3% | -31.1% | -1.8% |
| YTD | -0.6% | +59.2% | -59.8% | -0.6% |
| 1Y | +0.4% | +80.8% | -80.5% | +0.4% |
| 3Y | +13.2% | +88.0% | -74.8% | +13.2% |
| 5Y | -2.0% | +126.6% | -128.6% | -1.8% |
| 10Y | +15.1% | +515.7% | -500.7% | +16.0% |
| All | +97.6% | +1,914.3% | -1,816.7% | +100.9% |
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