+93.0%
ASML vs BHP
+127.2%
-34.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.9% |
| 7D | -2.9% | +3.8% | -6.7% | -4.9% |
| 30D | -15.2% | -6.5% | -8.7% | -11.6% |
| 3M | -12.9% | -8.5% | -4.4% | -8.3% |
| 6M | -5.0% | -2.2% | -2.9% | -4.2% |
| YTD | +41.8% | +40.0% | +1.8% | +16.1% |
| 1Y | +46.0% | +51.3% | -5.3% | +14.3% |
| 3Y | +133.5% | +56.5% | +76.9% | +75.2% |
| 5Y | +93.0% | +130.2% | -37.2% | +26.1% |
| All | +93.0% | +127.2% | -34.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling