-11.5%
BA vs BHP
+54.8%
-66.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.5% |
| 7D | -1.7% | +3.5% | -5.2% | -2.6% |
| 30D | -9.5% | -4.5% | -5.0% | -8.3% |
| 3M | -26.5% | -6.4% | -20.1% | -25.3% |
| 6M | -27.4% | -0.1% | -27.3% | -28.1% |
| YTD | -20.6% | +43.0% | -63.6% | -28.1% |
| All | -11.5% | +54.8% | -66.3% | -24.5% |
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