-1.5%
BAC vs BHP
+53.4%
-55.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.6% |
| 7D | +1.5% | -2.5% | +4.1% | +1.9% |
| 30D | -4.4% | -7.7% | +3.3% | -3.4% |
| 3M | -17.5% | -6.4% | -11.1% | -16.9% |
| 6M | -0.1% | +5.2% | -5.2% | -1.8% |
| YTD | -4.6% | +38.3% | -42.9% | -10.5% |
| 1Y | -1.5% | +53.4% | -54.9% | -11.0% |
| All | -1.5% | +53.4% | -55.0% | -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 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