+292.6%
APP vs BHP
+120.8%
+171.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.0% |
| 7D | +71.2% | +0.9% | +70.3% | +70.1% |
| 30D | +39.1% | -6.3% | +45.3% | +43.4% |
| 3M | +16.5% | -7.1% | +23.7% | +19.9% |
| 6M | -16.6% | -3.2% | -13.4% | -16.8% |
| YTD | -41.9% | +37.9% | -79.8% | -52.6% |
| 1Y | -37.0% | +49.7% | -86.7% | -50.8% |
| 3Y | +892.4% | +51.7% | +840.8% | +647.8% |
| All | +292.6% | +120.8% | +171.9% | +124.8% |
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 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