+350.9%
BHP vs BUD
+201.1%
+149.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +3.4% | -5.7% | +9.0% | +6.4% |
| 3M | +4.1% | +3.1% | +1.0% | +1.8% |
| 6M | +20.6% | +7.9% | +12.7% | +15.0% |
| YTD | +56.1% | +27.3% | +28.7% | +35.8% |
| 1Y | +69.6% | +37.8% | +31.8% | +40.9% |
| 3Y | +78.8% | +49.8% | +29.0% | +38.5% |
| 5Y | +113.1% | +43.8% | +69.2% | +63.9% |
| 10Y | +505.9% | -22.6% | +528.5% | +524.1% |
| All | +350.9% | +201.1% | +149.8% | +62.9% |
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