-14.9%
ALB vs BHP
+58.0%
-72.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -2.2% |
| 7D | +5.3% | +3.8% | +1.4% | +1.3% |
| 30D | -6.3% | -6.5% | +0.2% | -0.2% |
| 3M | -27.4% | -8.5% | -18.9% | -21.5% |
| 6M | -53.1% | -2.2% | -50.9% | -53.3% |
| YTD | -32.3% | +40.0% | -72.3% | -55.9% |
| 1Y | -7.3% | +51.3% | -58.6% | -45.2% |
| 3Y | -14.9% | +56.5% | -71.5% | -56.2% |
| All | -14.9% | +58.0% | -72.9% | -56.2% |
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