+1,557.1%
ASML vs BHP
+333.8%
+1,223.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.3% |
| 30D | -9.3% | -4.5% | -4.7% | -6.6% |
| 3M | -19.0% | -6.9% | -12.1% | -15.5% |
| 6M | -5.2% | -10.6% | +5.3% | +1.0% |
| YTD | +40.6% | +37.2% | +3.4% | +16.2% |
| 1Y | +47.5% | +48.0% | -0.5% | +16.5% |
| 3Y | +133.9% | +52.6% | +81.3% | +78.3% |
| 5Y | +83.8% | +116.5% | -32.7% | +10.7% |
| All | +1,557.1% | +333.8% | +1,223.3% | +599.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling