+97.3%
BAC vs BHP
+60.3%
+37.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.4% |
| 7D | +2.0% | +3.5% | -1.5% | +1.2% |
| 30D | -6.9% | -4.5% | -2.5% | -6.0% |
| 3M | -19.6% | -6.4% | -13.2% | -18.6% |
| 6M | -0.5% | -0.1% | -0.4% | -1.3% |
| YTD | -6.6% | +43.0% | -49.6% | -16.6% |
| 1Y | -3.0% | +56.5% | -59.5% | -15.6% |
| 3Y | +97.3% | +62.0% | +35.3% | +63.4% |
| All | +97.3% | +60.3% | +37.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling