+16.7%
BABA vs BHP
+509.4%
-492.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.4% |
| 7D | -0.2% | +1.3% | -1.4% | -0.8% |
| 30D | -12.3% | +4.0% | -16.2% | -14.3% |
| 3M | -5.3% | +12.3% | -17.6% | -11.9% |
| 6M | -13.1% | +30.8% | -43.9% | -25.4% |
| YTD | -22.4% | +58.8% | -81.2% | -40.3% |
| 1Y | -19.5% | +76.8% | -96.3% | -41.5% |
| 3Y | +32.9% | +87.5% | -54.5% | -6.8% |
| 5Y | -29.9% | +123.9% | -153.8% | -55.0% |
| 10Y | +16.7% | +504.4% | -487.6% | -51.6% |
| All | +16.7% | +509.4% | -492.7% | -51.6% |
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