+27.6%
APD vs BHP
+118.1%
-90.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.2% | -2.9% | +0.7% | -1.4% |
| 30D | +2.1% | +3.4% | -1.3% | +1.0% |
| 3M | +7.2% | +4.1% | +3.1% | +5.5% |
| 6M | +11.2% | +20.6% | -9.3% | +4.3% |
| YTD | +24.4% | +56.1% | -31.7% | +6.8% |
| 1Y | +6.7% | +69.6% | -62.9% | -11.1% |
| 3Y | +9.2% | +78.8% | -69.6% | -12.2% |
| All | +27.6% | +118.1% | -90.5% | -2.6% |
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