+80,969.6%
ASML vs BHP
+3,226.7%
+77,743.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.2% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -21.0% | -6.3% | -14.7% | -18.2% |
| 3M | -16.3% | -7.1% | -9.2% | -13.2% |
| 6M | -7.5% | -3.2% | -4.3% | -6.1% |
| YTD | +34.0% | +37.9% | -3.9% | +13.4% |
| 1Y | +39.3% | +49.7% | -10.4% | +13.0% |
| 3Y | +128.9% | +51.7% | +77.2% | +82.4% |
| 5Y | +76.1% | +122.0% | -45.9% | +13.1% |
| 10Y | +1,428.4% | +382.4% | +1,046.0% | +542.6% |
| All | +80,969.6% | +3,226.7% | +77,743.0% | +8,539.8% |
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 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