+72.3%
BA vs BHP
+509.4%
-437.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.7% |
| 7D | +2.5% | +1.3% | +1.2% | +1.7% |
| 30D | -10.1% | +4.0% | -14.1% | -12.3% |
| 3M | -2.4% | +12.3% | -14.7% | -9.3% |
| 6M | -8.8% | +30.8% | -39.6% | -22.7% |
| YTD | -2.9% | +58.8% | -61.7% | -27.4% |
| 1Y | -8.8% | +76.8% | -85.6% | -36.3% |
| 3Y | -0.3% | +87.5% | -87.7% | -35.2% |
| 5Y | -0.3% | +123.9% | -124.2% | -46.3% |
| 10Y | +72.3% | +504.4% | -432.0% | -45.1% |
| All | +72.3% | +509.4% | -437.1% | -45.1% |
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 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