+304.5%
BHP vs BUD
+222.5%
+82.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.7% |
| 7D | +3.8% | +6.0% | -2.2% | +0.7% |
| 30D | -6.5% | +11.3% | -17.8% | -11.9% |
| 3M | -8.5% | +3.6% | -12.1% | -10.9% |
| 6M | -2.2% | +7.7% | -9.9% | -7.0% |
| YTD | +40.0% | +36.4% | +3.6% | +16.8% |
| 1Y | +51.3% | +37.8% | +13.5% | +25.3% |
| 3Y | +56.5% | +51.2% | +5.3% | +20.4% |
| 5Y | +130.2% | +53.4% | +76.8% | +71.0% |
| 10Y | +336.5% | -3.2% | +339.7% | +288.1% |
| All | +304.5% | +222.5% | +82.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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