+46.6%
ASML vs BHP
+54.8%
-8.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.5% | +3.6% |
| 7D | -0.8% | +3.5% | -4.3% | -3.1% |
| 30D | -14.9% | -4.5% | -10.4% | -12.1% |
| 3M | -13.0% | -6.4% | -6.6% | -9.4% |
| 6M | -4.7% | -0.1% | -4.6% | -6.1% |
| YTD | +42.3% | +43.0% | -0.7% | +15.1% |
| All | +46.6% | +54.8% | -8.2% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling