-36.3%
BABA vs BHP
+53.5%
-89.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | -3.6% | +2.4% | -6.0% | -4.4% |
| 30D | -8.4% | -5.4% | -3.0% | -6.8% |
| 3M | -20.6% | -6.9% | -13.7% | -19.1% |
| 6M | -25.4% | -4.3% | -21.0% | -24.4% |
| YTD | -30.1% | +41.6% | -71.7% | -38.7% |
| 1Y | -36.3% | +53.3% | -89.6% | -43.6% |
| All | -36.3% | +53.5% | -89.8% | -43.6% |
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 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