+2,885.9%
ALB vs BHP
+3,870.8%
-984.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -8.1% | -2.9% | -5.2% | -6.8% |
| 30D | +6.3% | +3.4% | +2.9% | +4.4% |
| 3M | -23.6% | +4.1% | -27.6% | -25.2% |
| 6M | -24.6% | +20.6% | -45.2% | -31.4% |
| YTD | -10.3% | +56.1% | -66.3% | -27.3% |
| 1Y | +61.5% | +69.6% | -8.1% | +26.0% |
| 3Y | -34.0% | +78.8% | -112.8% | -48.3% |
| 5Y | -44.6% | +113.1% | -157.6% | -60.5% |
| 10Y | +76.1% | +505.9% | -429.8% | -20.2% |
| All | +2,885.9% | +3,870.8% | -984.9% | +793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling