+103.1%
ARM vs BHP
+19.4%
+83.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.3% |
| 7D | +5.5% | -2.9% | +8.4% | +9.3% |
| 30D | -8.2% | +3.4% | -11.6% | -13.7% |
| 3M | -35.9% | +4.1% | -40.0% | -39.8% |
| 6M | +103.1% | +20.6% | +82.5% | +60.4% |
| All | +103.1% | +19.4% | +83.7% | +60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling