-17.4%
ALB vs BHP
+46.1%
-63.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.5% |
| 7D | -5.8% | -0.5% | -5.3% | -5.5% |
| 30D | -4.5% | -4.5% | 0.0% | -1.5% |
| 3M | -28.1% | -6.9% | -21.2% | -24.7% |
| 6M | -53.2% | -10.6% | -42.6% | -49.7% |
| YTD | -33.3% | +37.2% | -70.5% | -45.2% |
| 1Y | -17.4% | +48.0% | -65.5% | -32.6% |
| All | -17.4% | +46.1% | -63.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling