+1,582.8%
ASML vs BHP
+345.2%
+1,237.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.1% |
| 7D | +2.5% | +2.4% | +0.2% | +1.3% |
| 30D | -12.2% | -5.4% | -6.8% | -9.1% |
| 3M | -14.6% | -6.9% | -7.8% | -11.1% |
| 6M | -1.7% | -4.3% | +2.6% | +0.6% |
| YTD | +44.3% | +41.6% | +2.7% | +17.0% |
| 1Y | +51.0% | +53.3% | -2.3% | +16.8% |
| 3Y | +137.6% | +58.4% | +79.2% | +77.2% |
| 5Y | +92.7% | +121.3% | -28.5% | +14.5% |
| 10Y | +1,582.8% | +349.0% | +1,233.8% | +595.9% |
| All | +1,582.8% | +345.2% | +1,237.6% | +595.9% |
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