+872.5%
BAX vs BHP
+7,031.6%
-6,159.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | +3.4% | -5.2% | +8.6% | +4.4% |
| 3M | -4.5% | -8.7% | +4.3% | -3.0% |
| 6M | +44.0% | -6.9% | +50.9% | +45.0% |
| YTD | +34.9% | +39.0% | -4.1% | +25.4% |
| 1Y | +37.9% | +48.9% | -11.0% | +26.5% |
| 3Y | -17.1% | +55.4% | -72.4% | -25.1% |
| 5Y | -64.3% | +119.2% | -183.5% | -70.3% |
| 10Y | -35.9% | +340.5% | -376.4% | -54.6% |
| All | +872.5% | +7,031.6% | -6,159.0% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling