+33.7%
BABA vs BHP
+82.0%
-48.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.8% | -2.9% | -1.9% | -3.2% |
| 30D | -11.9% | +3.4% | -15.3% | -13.8% |
| 3M | -9.3% | +4.1% | -13.3% | -12.3% |
| 6M | -14.2% | +20.6% | -34.8% | -24.5% |
| YTD | -22.0% | +56.1% | -78.1% | -42.4% |
| 1Y | -12.7% | +69.6% | -82.3% | -39.2% |
| All | +33.7% | +82.0% | -48.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling