+6,610.0%
AXP vs BHP
+7,909.4%
-1,299.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -6.5% | +3.4% | -9.9% | -8.0% |
| 3M | +4.6% | +4.1% | +0.6% | +2.2% |
| 6M | +5.4% | +20.6% | -15.2% | -3.8% |
| YTD | -11.1% | +56.1% | -67.2% | -27.6% |
| 1Y | -0.3% | +69.6% | -69.9% | -21.8% |
| 3Y | +111.6% | +78.8% | +32.8% | +59.2% |
| 5Y | +117.6% | +113.1% | +4.5% | +46.6% |
| 10Y | +474.1% | +505.9% | -31.8% | +146.9% |
| All | +6,610.0% | +7,909.4% | -1,299.4% | +1,040.8% |
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