-68.8%
APTV vs BHP
+112.0%
-180.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.3% | +8.0% | +4.9% |
| 7D | -1.8% | -3.7% | +1.9% | -0.4% |
| 30D | -7.9% | -0.8% | -7.1% | -8.0% |
| 3M | -29.9% | +7.6% | -37.5% | -33.0% |
| 6M | -36.6% | +20.8% | -57.4% | -42.8% |
| YTD | -40.0% | +50.8% | -90.7% | -51.7% |
| 1Y | -44.0% | +70.9% | -114.9% | -57.8% |
| 3Y | -54.5% | +78.0% | -132.5% | -66.8% |
| 5Y | -68.8% | +113.1% | -181.9% | -78.0% |
| All | -68.8% | +112.0% | -180.8% | -78.0% |
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