-2.6%
BDX vs BHP
+112.0%
-114.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.1% |
| 7D | -5.4% | -3.7% | -1.7% | -4.9% |
| 30D | -2.2% | -0.8% | -1.3% | -2.1% |
| 3M | +20.1% | +7.6% | +12.5% | +18.5% |
| 6M | +9.1% | +20.8% | -11.7% | +5.0% |
| YTD | +17.9% | +50.8% | -32.9% | +9.4% |
| 1Y | +22.1% | +70.9% | -48.8% | +10.9% |
| 3Y | -10.5% | +78.0% | -88.5% | -20.2% |
| 5Y | -2.6% | +113.1% | -115.7% | -14.8% |
| All | -2.6% | +112.0% | -114.6% | -14.8% |
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