+33.0%
BLK vs BHP
+110.7%
-77.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.3% | -3.6% | +0.3% | -2.1% |
| 30D | -6.5% | -1.2% | -5.3% | -6.3% |
| 3M | +6.7% | +1.2% | +5.6% | +5.7% |
| 6M | +14.7% | +21.4% | -6.7% | +5.2% |
| YTD | +2.5% | +50.4% | -47.9% | -13.9% |
| 1Y | -2.8% | +67.5% | -70.3% | -21.9% |
| 3Y | +65.9% | +72.8% | -7.0% | +28.6% |
| All | +33.0% | +110.7% | -77.7% | -6.3% |
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