+75.5%
ASML vs BHP
+120.8%
-45.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.0% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -21.0% | -6.3% | -14.7% | -17.8% |
| 3M | -16.3% | -7.1% | -9.2% | -12.7% |
| 6M | -7.5% | -3.2% | -4.3% | -6.1% |
| YTD | +34.0% | +37.9% | -3.9% | +10.7% |
| 1Y | +39.3% | +49.7% | -10.4% | +9.7% |
| 3Y | +128.9% | +51.7% | +77.2% | +74.7% |
| All | +75.5% | +120.8% | -45.3% | +16.0% |
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