+369.0%
BHP vs Z
+4.2%
+364.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | +2.5% | -4.9% | +7.4% | +3.2% |
| 30D | -5.2% | +3.0% | -8.2% | -6.0% |
| 3M | -8.7% | -13.4% | +4.7% | -7.5% |
| 6M | -6.9% | -27.3% | +20.5% | -3.4% |
| YTD | +39.0% | -57.8% | +96.7% | +55.1% |
| 1Y | +48.9% | -60.0% | +109.0% | +67.5% |
| 3Y | +55.4% | -21.5% | +76.9% | +53.0% |
| 5Y | +119.2% | -55.0% | +174.2% | +125.4% |
| 10Y | +340.5% | -18.8% | +359.3% | +245.5% |
| All | +369.0% | +4.2% | +364.8% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling