-3.5%
BAC vs BHP
+51.7%
-55.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +2.1% | +3.8% | -1.8% | +1.5% |
| 30D | -6.7% | -6.5% | -0.2% | -5.9% |
| 3M | -20.2% | -8.5% | -11.7% | -19.4% |
| 6M | -0.2% | -2.2% | +2.0% | -0.7% |
| YTD | -6.4% | +40.0% | -46.4% | -13.2% |
| All | -3.5% | +51.7% | -55.2% | -13.7% |
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