+4.8%
APD vs BHP
-2.5%
+7.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.8% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | +11.0% | -5.4% | +16.4% | +11.6% |
| 3M | +2.6% | -6.9% | +9.4% | +3.2% |
| 6M | +4.8% | -4.3% | +9.2% | +4.3% |
| All | +4.8% | -2.5% | +7.3% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling