+60.7%
BMY vs BHP
+496.8%
-436.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.8% | -3.6% | -1.1% | -4.2% |
| 30D | -0.1% | -1.2% | +1.1% | 0.0% |
| 3M | +13.1% | +1.2% | +11.9% | +12.6% |
| 6M | +8.4% | +21.4% | -13.0% | +4.0% |
| YTD | +22.0% | +50.4% | -28.4% | +12.2% |
| 1Y | +40.3% | +67.5% | -27.2% | +26.3% |
| 3Y | +20.5% | +72.8% | -52.3% | +6.6% |
| 5Y | +23.7% | +112.6% | -88.9% | +1.7% |
| All | +60.7% | +496.8% | -436.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling