+1.8%
CMCSA vs BHP
+53.4%
-51.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +5.1% |
| 7D | +15.2% | -2.5% | +17.7% | +15.0% |
| 30D | +17.0% | -7.7% | +24.7% | +16.8% |
| 3M | +1.2% | -6.4% | +7.6% | +1.0% |
| 6M | -5.5% | +5.2% | -10.7% | -5.8% |
| YTD | -6.5% | +38.3% | -44.9% | -8.7% |
| 1Y | +1.8% | +53.4% | -51.6% | -5.9% |
| All | +1.8% | +53.4% | -51.6% | -5.9% |
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