+33.9%
ALNY vs BHP
+110.7%
-76.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | -3.6% | -2.9% | -5.8% |
| 30D | +11.0% | -1.2% | +12.2% | +11.3% |
| 3M | -14.1% | +1.2% | -15.3% | -14.7% |
| 6M | -22.4% | +21.4% | -43.8% | -27.2% |
| YTD | -37.5% | +50.4% | -87.9% | -44.9% |
| 1Y | -46.9% | +67.5% | -114.4% | -54.7% |
| 3Y | +22.1% | +72.8% | -50.8% | +0.9% |
| All | +33.9% | +110.7% | -76.8% | +6.2% |
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