+459.5%
AJG vs BHP
+496.8%
-37.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | -3.6% | -4.7% | -7.6% |
| 30D | -5.7% | -1.2% | -4.5% | -5.5% |
| 3M | +9.1% | +1.2% | +7.9% | +8.3% |
| 6M | +15.2% | +21.4% | -6.2% | +8.7% |
| YTD | -6.3% | +50.4% | -56.7% | -16.7% |
| 1Y | -19.1% | +67.5% | -86.6% | -30.4% |
| 3Y | +8.2% | +72.8% | -64.6% | -9.7% |
| 5Y | +75.6% | +112.6% | -37.0% | +32.1% |
| All | +459.5% | +496.8% | -37.3% | +197.5% |
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