+48.9%
APH vs BHP
+76.4%
-27.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.0% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -3.3% | +4.0% | -7.3% | -5.2% |
| 3M | +14.0% | +12.3% | +1.7% | +7.7% |
| 6M | +24.4% | +30.8% | -6.4% | +8.5% |
| YTD | +21.4% | +58.8% | -37.3% | 0.0% |
| 1Y | +48.9% | +76.8% | -27.9% | +22.9% |
| All | +48.9% | +76.4% | -27.5% | +22.9% |
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