+175.6%
APA vs BHP
+126.1%
+49.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +9.3% | +4.0% | +5.3% | +6.9% |
| 3M | +23.3% | +11.3% | +12.1% | +15.0% |
| 6M | +39.5% | +29.3% | +10.2% | +15.6% |
| YTD | +87.6% | +59.2% | +28.4% | +33.6% |
| 1Y | +114.2% | +80.8% | +33.4% | +39.0% |
| 3Y | +13.6% | +88.0% | -74.4% | -31.7% |
| 5Y | +175.6% | +126.6% | +48.9% | +42.1% |
| All | +175.6% | +126.1% | +49.5% | +42.1% |
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