+391.7%
APP vs BHP
+94.0%
+297.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +0.9% | -2.9% | +3.8% | +2.2% |
| 30D | -23.3% | +3.4% | -26.6% | -24.4% |
| 3M | -42.6% | +4.1% | -46.7% | -43.9% |
| 6M | -33.6% | +20.6% | -54.2% | -40.1% |
| YTD | -52.4% | +56.1% | -108.5% | -62.0% |
| 1Y | -35.9% | +69.6% | -105.5% | -50.8% |
| 3Y | +642.2% | +78.8% | +563.4% | +446.3% |
| 5Y | +311.1% | +113.1% | +198.0% | +173.0% |
| All | +391.7% | +94.0% | +297.6% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling