-67.1%
BAX vs BHP
+126.1%
-193.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | -12.2% | +4.0% | -16.2% | -13.1% |
| 3M | +21.8% | +11.3% | +10.6% | +18.3% |
| 6M | +36.3% | +29.3% | +7.0% | +26.8% |
| YTD | +27.8% | +59.2% | -31.4% | +13.1% |
| 1Y | -0.1% | +80.8% | -80.9% | -14.3% |
| 3Y | -33.3% | +88.0% | -121.3% | -44.1% |
| 5Y | -67.1% | +126.6% | -193.7% | -73.0% |
| All | -67.1% | +126.1% | -193.2% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling