-8.0%
BA vs BHP
+65.8%
-73.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | +1.2% | -5.0% | +6.1% | +2.6% |
| 30D | -11.6% | +1.2% | -12.8% | -12.1% |
| 3M | -2.4% | +1.8% | -4.2% | -3.5% |
| 6M | -6.6% | +18.0% | -24.6% | -12.3% |
| YTD | -2.2% | +52.7% | -55.0% | -11.9% |
| 1Y | -8.0% | +66.0% | -74.0% | -19.7% |
| All | -8.0% | +65.8% | -73.8% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling