+384.5%
ALAB vs BHP
+77.6%
+307.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | +9.6% | +0.9% | +8.7% | +8.9% |
| 30D | -5.3% | +4.0% | -9.3% | -8.3% |
| 3M | -12.0% | +11.3% | -23.3% | -18.6% |
| 6M | +145.7% | +29.3% | +116.4% | +107.0% |
| YTD | +80.7% | +59.2% | +21.4% | +32.7% |
| 1Y | +40.1% | +80.8% | -40.7% | -6.0% |
| All | +384.5% | +77.6% | +307.0% | +203.5% |
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