+44.9%
AMZN vs BHP
+126.1%
-81.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -9.2% | +4.0% | -13.3% | -10.6% |
| 3M | +3.4% | +11.3% | -7.9% | -1.0% |
| 6M | +18.2% | +29.3% | -11.1% | +6.6% |
| YTD | +9.3% | +59.2% | -49.9% | -9.2% |
| 1Y | +5.9% | +80.8% | -74.9% | -16.3% |
| 3Y | +82.6% | +88.0% | -5.4% | +38.1% |
| 5Y | +44.9% | +126.6% | -81.8% | +5.5% |
| All | +44.9% | +126.1% | -81.2% | +5.5% |
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