+1.0%
BAX vs BHP
+71.4%
-70.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.5% | +0.3% |
| 7D | -5.4% | -3.7% | -1.7% | -4.7% |
| 30D | -12.4% | -0.8% | -11.5% | -12.4% |
| 3M | +19.1% | +7.6% | +11.5% | +16.3% |
| 6M | +38.6% | +20.8% | +17.8% | +26.6% |
| YTD | +26.7% | +50.8% | -24.1% | +10.1% |
| 1Y | +1.0% | +70.9% | -69.9% | -13.1% |
| All | +1.0% | +71.4% | -70.4% | -13.1% |
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