+53.4%
BHP vs Z
-54.2%
+107.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +2.4% |
| 7D | -2.5% | +10.2% | -12.7% | -2.7% |
| 30D | -7.7% | +23.7% | -31.4% | -8.3% |
| 3M | -6.4% | -6.6% | +0.2% | -6.0% |
| 6M | +5.2% | -23.0% | +28.2% | +6.1% |
| YTD | +38.3% | -50.3% | +88.6% | +40.1% |
| 1Y | +53.4% | -53.6% | +107.0% | +57.4% |
| All | +53.4% | -54.2% | +107.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling