+77,094.7%
ASML vs BHP
+3,172.1%
+73,922.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.3% |
| 7D | -19.0% | -4.0% | -15.1% | -17.3% |
| 30D | -25.9% | -9.7% | -16.3% | -21.9% |
| 3M | -19.1% | -10.2% | -8.9% | -14.7% |
| 6M | -5.7% | +1.3% | -7.1% | -6.4% |
| YTD | +27.6% | +35.6% | -8.0% | +8.9% |
| 1Y | +30.8% | +47.5% | -16.7% | +6.9% |
| 3Y | +116.2% | +48.9% | +67.3% | +73.9% |
| 5Y | +67.7% | +118.4% | -50.7% | +8.6% |
| 10Y | +1,355.3% | +374.5% | +980.8% | +516.9% |
| All | +77,094.7% | +3,172.1% | +73,922.6% | +8,194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling