+272.3%
ALAB vs BHP
+57.9%
+214.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.7% | +6.0% |
| 7D | +3.4% | +2.4% | +1.0% | +2.3% |
| 30D | -28.8% | -5.4% | -23.4% | -25.4% |
| 3M | -26.0% | -6.9% | -19.1% | -22.0% |
| 6M | +11.4% | -4.3% | +15.7% | +15.3% |
| YTD | +38.8% | +41.6% | -2.8% | +11.5% |
| 1Y | +37.8% | +53.3% | -15.5% | +5.1% |
| All | +272.3% | +57.9% | +214.3% | +155.2% |
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