+285.6%
APH vs BHP
+76.8%
+208.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.0% | -2.9% | +7.9% | +6.1% |
| 30D | -3.9% | +3.4% | -7.2% | -5.3% |
| 3M | +13.0% | +4.1% | +8.9% | +10.7% |
| 6M | +25.2% | +20.6% | +4.6% | +14.9% |
| YTD | +22.9% | +56.1% | -33.1% | +2.6% |
| 1Y | +47.8% | +69.6% | -21.8% | +19.6% |
| All | +285.6% | +76.8% | +208.9% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling