-10.0%
BDX vs BHP
+71.6%
-81.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.2% | -3.6% | +0.5% | -2.7% |
| 30D | -2.5% | -1.2% | -1.4% | -2.4% |
| 3M | +21.4% | +1.2% | +20.2% | +21.0% |
| 6M | +10.4% | +21.4% | -11.0% | +5.5% |
| YTD | +18.8% | +50.4% | -31.6% | +8.7% |
| 1Y | +21.7% | +67.5% | -45.8% | +8.9% |
| 3Y | -10.0% | +72.8% | -82.8% | -21.3% |
| All | -10.0% | +71.6% | -81.5% | -21.3% |
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