-16.1%
BA vs BHP
+55.3%
-71.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | -0.6% | +2.5% | -3.0% | -1.4% |
| 30D | -8.0% | -5.2% | -2.8% | -6.5% |
| 3M | -25.8% | -8.7% | -17.1% | -23.8% |
| 6M | -27.6% | -6.9% | -20.7% | -26.6% |
| YTD | -21.0% | +39.0% | -59.9% | -32.2% |
| 1Y | -12.3% | +48.9% | -61.2% | -27.1% |
| All | -16.1% | +55.3% | -71.4% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling