+424.9%
AXP vs BHP
+345.2%
+79.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -2.9% | +2.4% | -5.2% | -3.9% |
| 30D | +3.7% | -5.4% | +9.1% | +6.1% |
| 3M | -4.9% | -6.9% | +2.0% | -2.4% |
| 6M | +4.1% | -4.3% | +8.4% | +4.3% |
| YTD | -11.7% | +41.6% | -53.3% | -28.0% |
| 1Y | -11.7% | +53.3% | -65.0% | -30.9% |
| 3Y | +116.5% | +58.4% | +58.1% | +61.7% |
| 5Y | +89.5% | +121.3% | -31.8% | +10.3% |
| 10Y | +424.9% | +349.0% | +75.9% | +106.7% |
| All | +424.9% | +345.2% | +79.7% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling