+85.2%
AZO vs BHP
+110.7%
-25.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -3.6% | -3.6% | 0.0% | -3.2% |
| 30D | -5.6% | -1.2% | -4.4% | -5.5% |
| 3M | -6.6% | +1.2% | -7.8% | -6.9% |
| 6M | -22.5% | +21.4% | -43.9% | -24.6% |
| YTD | -15.2% | +50.4% | -65.6% | -19.5% |
| 1Y | -33.9% | +67.5% | -101.4% | -38.2% |
| 3Y | +11.8% | +72.8% | -61.0% | +3.0% |
| All | +85.2% | +110.7% | -25.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling