+9.8%
BAX vs BHP
+65.8%
-56.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | -1.1% | -5.0% | +3.8% | -0.1% |
| 30D | -5.5% | +1.2% | -6.6% | -5.8% |
| 3M | +33.5% | +1.8% | +31.7% | +32.7% |
| 6M | +35.9% | +18.0% | +17.8% | +25.6% |
| YTD | +35.4% | +52.7% | -17.4% | +19.4% |
| 1Y | +9.8% | +66.0% | -56.2% | -4.5% |
| All | +9.8% | +65.8% | -56.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling