+72.9%
BAC vs BHP
+121.9%
-49.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | -0.7% | +4.0% | -4.7% | -2.0% |
| 3M | +16.9% | +12.3% | +4.6% | +12.5% |
| 6M | +29.6% | +30.8% | -1.2% | +18.1% |
| YTD | +15.3% | +58.8% | -43.5% | -2.0% |
| 1Y | +28.8% | +76.8% | -48.0% | +5.4% |
| 3Y | +136.4% | +87.5% | +48.9% | +85.5% |
| 5Y | +72.9% | +123.9% | -51.0% | +23.0% |
| All | +72.9% | +121.9% | -49.0% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling