+21.9%
BAC vs BHP
+127.1%
-105.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.2% |
| 7D | +2.0% | +3.5% | -1.5% | +1.0% |
| 30D | -6.9% | -4.5% | -2.5% | -5.8% |
| 3M | -19.6% | -6.4% | -13.2% | -18.3% |
| 6M | -0.5% | -0.1% | -0.4% | -1.5% |
| YTD | -6.6% | +43.0% | -49.6% | -18.3% |
| 1Y | -3.0% | +56.5% | -59.5% | -17.7% |
| 3Y | +97.3% | +62.0% | +35.3% | +61.5% |
| 5Y | +21.9% | +130.4% | -108.5% | -16.6% |
| All | +21.9% | +127.1% | -105.2% | -16.6% |
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 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