-26.4%
ALB vs BHP
+87.4%
-113.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.9% |
| 7D | -4.4% | +1.3% | -5.7% | -5.5% |
| 30D | -1.2% | +4.0% | -5.1% | -5.4% |
| 3M | -13.3% | +12.3% | -25.6% | -23.9% |
| 6M | -19.8% | +30.8% | -50.6% | -41.8% |
| YTD | -7.9% | +58.8% | -66.7% | -46.4% |
| 1Y | +60.2% | +76.8% | -16.7% | -18.2% |
| 3Y | -26.4% | +87.5% | -113.9% | -65.6% |
| All | -26.4% | +87.4% | -113.8% | -65.6% |
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 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