+654.6%
APP vs BHP
+82.0%
+572.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +0.9% | -2.9% | +3.8% | +2.5% |
| 30D | -23.3% | +3.4% | -26.6% | -24.7% |
| 3M | -42.6% | +4.1% | -46.7% | -44.2% |
| 6M | -33.6% | +20.6% | -54.2% | -41.8% |
| YTD | -52.4% | +56.1% | -108.5% | -64.8% |
| 1Y | -35.9% | +69.6% | -105.5% | -55.3% |
| All | +654.6% | +82.0% | +572.6% | +367.5% |
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