+36.3%
ALB vs BHP
+345.2%
-308.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | +1.1% | +2.4% | -1.3% | -0.7% |
| 30D | -2.6% | -5.4% | +2.8% | +1.1% |
| 3M | -25.6% | -6.9% | -18.7% | -22.1% |
| 6M | -54.0% | -4.3% | -49.7% | -53.0% |
| YTD | -31.6% | +41.6% | -73.2% | -46.9% |
| 1Y | -6.6% | +53.3% | -59.9% | -31.6% |
| 3Y | -14.0% | +58.4% | -72.4% | -36.8% |
| 5Y | -62.5% | +121.3% | -183.8% | -78.1% |
| 10Y | +36.3% | +349.0% | -312.7% | -42.8% |
| All | +36.3% | +345.2% | -308.9% | -42.8% |
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 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