+1,093.8%
BAC vs BHP
+7,168.9%
-6,075.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.9% | +2.4% | -4.3% | -2.9% |
| 30D | -7.2% | -5.4% | -1.8% | -5.0% |
| 3M | -20.4% | -6.9% | -13.6% | -18.3% |
| 6M | +1.3% | -4.3% | +5.6% | +1.6% |
| YTD | -6.4% | +41.6% | -48.0% | -22.6% |
| 1Y | -3.5% | +53.3% | -56.8% | -23.2% |
| 3Y | +96.7% | +58.4% | +38.3% | +49.9% |
| 5Y | +20.6% | +121.3% | -100.7% | -24.6% |
| 10Y | +233.0% | +349.0% | -115.9% | +45.6% |
| All | +1,093.8% | +7,168.9% | -6,075.0% | +167.7% |
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 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