+108.6%
ASML vs BHP
+115.8%
-7.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | +1.1% | -2.9% | +4.0% | +2.9% |
| 30D | +2.2% | +3.4% | -1.2% | -0.2% |
| 3M | -2.3% | +4.1% | -6.4% | -5.0% |
| 6M | +23.0% | +20.6% | +2.4% | +9.9% |
| YTD | +61.1% | +56.1% | +5.0% | +23.9% |
| 1Y | +129.1% | +69.6% | +59.5% | +67.6% |
| 3Y | +165.4% | +78.8% | +86.5% | +84.7% |
| All | +108.6% | +115.8% | -7.3% | +35.8% |
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