+47.7%
ASML vs BHP
+48.0%
-0.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.1% |
| 7D | +10.4% | +2.5% | +7.9% | +8.6% |
| 30D | -12.7% | -5.2% | -7.5% | -9.3% |
| 3M | -17.2% | -8.7% | -8.5% | -12.2% |
| 6M | -1.3% | -6.9% | +5.5% | +2.2% |
| YTD | +40.8% | +39.0% | +1.8% | +17.1% |
| All | +47.7% | +48.0% | -0.3% | +16.1% |
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