-45.1%
ALB vs BHP
+126.1%
-171.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -8.6% | +0.9% | -9.5% | -9.2% |
| 30D | -4.0% | +4.0% | -8.1% | -7.3% |
| 3M | -17.4% | +11.3% | -28.6% | -24.6% |
| 6M | -25.4% | +29.3% | -54.7% | -40.3% |
| YTD | -10.5% | +59.2% | -69.7% | -39.1% |
| 1Y | +75.8% | +80.8% | -5.0% | +8.1% |
| 3Y | -28.5% | +88.0% | -116.5% | -56.2% |
| 5Y | -45.1% | +126.6% | -171.7% | -69.7% |
| All | -45.1% | +126.1% | -171.2% | -69.7% |
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