-39.3%
BAX vs BHP
+496.8%
-536.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -7.9% | -3.6% | -4.2% | -7.1% |
| 30D | -11.7% | -1.2% | -10.5% | -11.5% |
| 3M | +16.2% | +1.2% | +15.0% | +15.3% |
| 6M | +32.0% | +21.4% | +10.6% | +24.2% |
| YTD | +24.7% | +50.4% | -25.7% | +10.9% |
| 1Y | -2.6% | +67.5% | -70.1% | -15.9% |
| 3Y | -35.0% | +72.8% | -107.8% | -45.0% |
| 5Y | -67.6% | +112.6% | -180.2% | -74.7% |
| All | -39.3% | +496.8% | -536.1% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling