-26.4%
BA vs BHP
+119.2%
-145.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.1% | -4.5% | -2.6% | -5.8% |
| 3M | -25.5% | -6.9% | -18.7% | -24.1% |
| 6M | -28.7% | -10.6% | -18.2% | -26.5% |
| YTD | -21.0% | +37.2% | -58.2% | -31.8% |
| 1Y | -11.9% | +48.0% | -59.9% | -26.3% |
| 3Y | -16.2% | +52.6% | -68.7% | -32.8% |
| All | -26.4% | +119.2% | -145.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling