+365.7%
ALAB vs BHP
+77.1%
+288.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.7% | -8.1% |
| 7D | +3.2% | +1.3% | +1.9% | +2.2% |
| 30D | -13.6% | +4.0% | -17.5% | -16.3% |
| 3M | -16.6% | +12.3% | -28.9% | -23.3% |
| 6M | +142.3% | +30.8% | +111.5% | +102.8% |
| YTD | +73.6% | +58.8% | +14.9% | +27.7% |
| 1Y | +33.7% | +76.8% | -43.2% | -8.9% |
| All | +365.7% | +77.1% | +288.6% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling