-16.6%
BX vs BHP
+65.8%
-82.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -4.4% | -5.0% | +0.6% | -2.9% |
| 30D | +0.1% | +1.2% | -1.1% | -0.4% |
| 3M | +16.0% | +1.8% | +14.2% | +14.8% |
| 6M | +21.6% | +18.0% | +3.6% | +14.5% |
| YTD | -8.9% | +52.7% | -61.6% | -21.3% |
| 1Y | -16.6% | +66.0% | -82.6% | -30.6% |
| All | -16.6% | +65.8% | -82.4% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling