+282.2%
APH vs BHP
+120.8%
+161.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.5% |
| 7D | -5.9% | +0.9% | -6.9% | -6.3% |
| 30D | -14.8% | -6.3% | -8.5% | -12.8% |
| 3M | -12.4% | -7.1% | -5.3% | -10.2% |
| 6M | +8.1% | -3.2% | +11.3% | +8.8% |
| YTD | +10.9% | +37.9% | -26.9% | -1.0% |
| 1Y | +8.8% | +49.7% | -40.9% | -5.5% |
| 3Y | +262.1% | +51.7% | +210.4% | +205.7% |
| All | +282.2% | +120.8% | +161.4% | +199.4% |
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 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