+91.7%
BKNG vs BHP
+111.2%
-19.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.0% |
| 7D | -10.7% | -3.7% | -6.9% | -9.8% |
| 30D | -18.1% | -0.8% | -17.3% | -18.1% |
| 3M | +8.5% | +7.6% | +0.9% | +5.7% |
| 6M | -0.1% | +20.8% | -20.9% | -6.7% |
| YTD | -18.2% | +50.8% | -69.0% | -29.7% |
| 1Y | -19.9% | +70.9% | -90.8% | -34.3% |
| 3Y | +41.6% | +78.0% | -36.4% | +10.9% |
| All | +91.7% | +111.2% | -19.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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