-28.3%
BABA vs BHP
+120.8%
-149.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.3% |
| 7D | +11.6% | +0.9% | +10.7% | +11.0% |
| 30D | +2.3% | -6.3% | +8.5% | +6.1% |
| 3M | -13.7% | -7.1% | -6.6% | -10.5% |
| 6M | -21.9% | -3.2% | -18.7% | -22.1% |
| YTD | -24.6% | +37.9% | -62.5% | -41.0% |
| 1Y | -34.1% | +49.7% | -83.8% | -51.3% |
| 3Y | +36.3% | +51.7% | -15.4% | -1.4% |
| All | -28.3% | +120.8% | -149.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling