+28.2%
BABA vs BHP
+233.5%
-205.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -2.9% | -1.9% | -3.5% |
| 30D | -11.9% | +3.4% | -15.3% | -13.4% |
| 3M | -9.3% | +4.1% | -13.3% | -11.8% |
| 6M | -14.2% | +20.6% | -34.8% | -22.1% |
| YTD | -22.0% | +56.1% | -78.1% | -37.2% |
| 1Y | -12.7% | +69.6% | -82.3% | -32.3% |
| 3Y | +26.7% | +78.8% | -52.2% | -4.3% |
| 5Y | -29.3% | +113.1% | -142.4% | -50.3% |
| 10Y | +21.2% | +505.9% | -484.6% | -40.5% |
| All | +28.2% | +233.5% | -205.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling