-32.0%
BAX vs BHP
+87.4%
-119.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | -9.7% | +4.0% | -13.7% | -10.9% |
| 3M | +29.3% | +12.3% | +17.0% | +23.9% |
| 6M | +40.7% | +30.8% | +9.8% | +26.4% |
| YTD | +30.3% | +58.8% | -28.5% | +9.5% |
| 1Y | +3.4% | +76.8% | -73.4% | -16.5% |
| 3Y | -32.0% | +87.5% | -119.5% | -47.4% |
| All | -32.0% | +87.4% | -119.4% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling