+39,137.0%
AZO vs BHP
+6,264.1%
+32,872.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | 0.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.2% |
| 30D | -5.3% | -0.8% | -4.4% | -5.2% |
| 3M | -7.3% | +7.6% | -15.0% | -9.1% |
| 6M | -22.7% | +20.8% | -43.5% | -26.2% |
| YTD | -15.0% | +50.8% | -65.8% | -22.7% |
| 1Y | -32.2% | +70.9% | -103.2% | -40.1% |
| 3Y | +10.0% | +78.0% | -68.0% | -4.9% |
| 5Y | +85.8% | +113.1% | -27.3% | +51.2% |
| 10Y | +298.9% | +483.0% | -184.2% | +155.7% |
| All | +39,137.0% | +6,264.1% | +32,872.9% | +11,939.1% |
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