-62.0%
ALB vs BHP
+127.2%
-189.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -2.6% |
| 7D | +5.3% | +3.8% | +1.4% | +2.1% |
| 30D | -6.3% | -6.5% | +0.2% | -1.4% |
| 3M | -27.4% | -8.5% | -18.9% | -22.5% |
| 6M | -53.1% | -2.2% | -50.9% | -52.9% |
| YTD | -32.3% | +40.0% | -72.3% | -49.5% |
| 1Y | -7.3% | +51.3% | -58.6% | -35.2% |
| 3Y | -14.9% | +56.5% | -71.5% | -41.3% |
| 5Y | -62.0% | +130.2% | -192.2% | -79.2% |
| All | -62.0% | +127.2% | -189.3% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling