+1,376.8%
BAC vs BHP
+7,909.4%
-6,532.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +1.1% | -2.9% | +4.0% | +2.4% |
| 30D | -0.4% | +3.4% | -3.8% | -2.1% |
| 3M | +16.9% | +4.1% | +12.8% | +13.7% |
| 6M | +26.6% | +20.6% | +6.0% | +14.1% |
| YTD | +15.8% | +56.1% | -40.3% | -8.1% |
| 1Y | +27.2% | +69.6% | -42.4% | -3.3% |
| 3Y | +132.4% | +78.8% | +53.6% | +67.9% |
| 5Y | +72.6% | +113.1% | -40.5% | +10.0% |
| 10Y | +389.7% | +505.9% | -116.2% | +87.0% |
| All | +1,376.8% | +7,909.4% | -6,532.6% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling