+97,349.8%
ASML vs BHP
+3,665.1%
+93,684.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.6% |
| 30D | +2.2% | +3.4% | -1.2% | +0.2% |
| 3M | -2.3% | +4.1% | -6.4% | -4.5% |
| 6M | +23.0% | +20.6% | +2.4% | +11.8% |
| YTD | +61.1% | +56.1% | +5.0% | +27.8% |
| 1Y | +129.1% | +69.6% | +59.5% | +73.9% |
| 3Y | +165.4% | +78.8% | +86.5% | +94.1% |
| 5Y | +109.5% | +113.1% | -3.6% | +36.7% |
| 10Y | +1,645.7% | +505.9% | +1,139.8% | +552.3% |
| All | +97,349.8% | +3,665.1% | +93,684.6% | +9,635.1% |
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 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