+448.7%
AXP vs BHP
+368.2%
+80.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.0% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +5.8% | -6.3% | +12.1% | +8.7% |
| 3M | -6.0% | -7.1% | +1.1% | -3.5% |
| 6M | +0.3% | -3.2% | +3.5% | -0.1% |
| YTD | -12.3% | +37.9% | -50.1% | -27.5% |
| 1Y | -11.2% | +49.7% | -60.9% | -29.7% |
| 3Y | +117.0% | +51.7% | +65.3% | +65.5% |
| 5Y | +93.2% | +122.0% | -28.9% | +11.7% |
| All | +448.7% | +368.2% | +80.5% | +116.0% |
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