-19.5%
BABA vs BHP
+76.4%
-95.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -0.2% | +1.3% | -1.4% | -0.7% |
| 30D | -12.3% | +4.0% | -16.2% | -13.9% |
| 3M | -5.3% | +12.3% | -17.6% | -10.6% |
| 6M | -13.1% | +30.8% | -43.9% | -24.1% |
| YTD | -22.4% | +58.8% | -81.2% | -39.6% |
| 1Y | -19.5% | +76.8% | -96.3% | -40.7% |
| All | -19.5% | +76.4% | -95.9% | -40.7% |
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