+123.9%
BHP vs ALM
+1,033.0%
-909.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | +1.0% |
| 7D | +1.3% | +8.4% | -7.2% | +0.6% |
| 30D | +4.0% | +34.8% | -30.9% | +1.4% |
| 3M | +12.3% | +16.2% | -3.9% | +10.3% |
| 6M | +30.8% | +2.1% | +28.7% | +29.1% |
| YTD | +58.8% | +117.0% | -58.3% | +50.7% |
| 1Y | +76.8% | +313.9% | -237.0% | +62.6% |
| 3Y | +87.5% | +2,327.9% | -2,240.5% | +55.2% |
| 5Y | +123.9% | +1,040.6% | -916.7% | +92.0% |
| All | +123.9% | +1,033.0% | -909.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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