+19.3%
BABA vs BHP
+205.6%
-186.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -5.3% |
| 7D | +3.8% | +3.5% | +0.3% | +2.2% |
| 30D | -5.4% | -4.5% | -0.9% | -3.7% |
| 3M | -17.9% | -6.4% | -11.6% | -16.0% |
| 6M | -24.1% | -0.1% | -24.0% | -25.1% |
| YTD | -27.4% | +43.0% | -70.5% | -39.4% |
| 1Y | -36.1% | +56.5% | -92.6% | -48.8% |
| 3Y | +35.4% | +62.0% | -26.7% | +6.5% |
| 5Y | -30.1% | +130.4% | -160.5% | -51.9% |
| 10Y | +15.8% | +349.1% | -333.2% | -37.8% |
| All | +19.3% | +205.6% | -186.3% | -29.6% |
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 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