+74.0%
ALB vs BHP
+496.8%
-422.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.6% | -3.6% | -3.0% | -4.3% |
| 30D | -8.1% | -1.2% | -6.9% | -7.6% |
| 3M | -25.7% | +1.2% | -26.9% | -26.8% |
| 6M | -29.5% | +21.4% | -50.9% | -39.2% |
| YTD | -16.2% | +50.4% | -66.6% | -37.4% |
| 1Y | +59.2% | +67.5% | -8.3% | +10.4% |
| 3Y | -33.7% | +72.8% | -106.6% | -53.7% |
| 5Y | -48.1% | +112.6% | -160.7% | -69.0% |
| All | +74.0% | +496.8% | -422.8% | -35.7% |
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