-26.3%
APH vs BHP
+65.8%
-92.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.7% | -44.1% | -45.6% |
| 7D | -48.7% | -6.2% | -42.5% | -45.9% |
| 30D | -51.9% | +1.2% | -53.1% | -51.1% |
| 3M | -43.6% | +1.8% | -45.4% | -43.0% |
| 6M | -37.5% | +18.0% | -55.5% | -41.8% |
| YTD | -38.6% | +52.7% | -91.4% | -47.5% |
| 1Y | -26.3% | +66.0% | -92.3% | -37.8% |
| All | -26.3% | +65.8% | -92.1% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling