+11.7%
BABA vs BHP
+333.8%
-322.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -13.8% | -0.5% | -13.3% | -13.6% |
| 30D | -15.1% | -4.5% | -10.6% | -13.2% |
| 3M | -22.7% | -6.9% | -15.9% | -20.4% |
| 6M | -34.7% | -10.6% | -24.1% | -31.9% |
| YTD | -35.0% | +37.2% | -72.2% | -46.4% |
| 1Y | -40.4% | +48.0% | -88.4% | -52.8% |
| 3Y | +21.9% | +52.6% | -30.6% | -5.6% |
| 5Y | -39.9% | +116.5% | -156.3% | -60.5% |
| All | +11.7% | +333.8% | -322.0% | -47.1% |
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