-12.7%
CMCSA vs BHP
+65.8%
-78.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -2.1% | -5.0% | +2.9% | -2.0% |
| 30D | +7.0% | +1.2% | +5.9% | +7.0% |
| 3M | +15.1% | +1.8% | +13.2% | +15.2% |
| 6M | -15.4% | +18.0% | -33.4% | -16.0% |
| YTD | -1.9% | +52.7% | -54.6% | -5.8% |
| 1Y | -12.7% | +66.0% | -78.7% | -18.0% |
| All | -12.7% | +65.8% | -78.5% | -18.0% |
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