+248.5%
ALAB vs BHP
+56.1%
+192.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.2% |
| 7D | -7.5% | +3.8% | -11.3% | -9.5% |
| 30D | -36.8% | -6.5% | -30.3% | -33.3% |
| 3M | -31.9% | -8.5% | -23.3% | -27.2% |
| 6M | +8.2% | -2.2% | +10.4% | +10.7% |
| YTD | +29.9% | +40.0% | -10.1% | +5.3% |
| 1Y | +24.4% | +51.3% | -26.9% | -4.2% |
| All | +248.5% | +56.1% | +192.4% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling