+5,143.0%
BDX vs BHP
+8,048.4%
-2,905.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -4.3% | +1.3% | -5.6% | -4.5% |
| 30D | +1.3% | +4.0% | -2.7% | +0.6% |
| 3M | +20.2% | +12.3% | +7.9% | +17.6% |
| 6M | +8.6% | +30.8% | -22.2% | +3.1% |
| YTD | +19.0% | +58.8% | -39.8% | +9.2% |
| 1Y | +21.2% | +76.8% | -55.7% | +9.1% |
| 3Y | -9.7% | +87.5% | -97.2% | -20.2% |
| 5Y | -3.4% | +123.9% | -127.3% | -18.6% |
| 10Y | +53.9% | +504.4% | -450.5% | +7.2% |
| All | +5,143.0% | +8,048.4% | -2,905.5% | +2,035.4% |
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 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