+359.9%
CSCO vs BHP
+498.2%
-138.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.1% |
| 30D | -10.8% | -0.8% | -9.9% | -10.6% |
| 3M | -9.2% | +7.6% | -16.8% | -11.7% |
| 6M | +39.5% | +20.8% | +18.7% | +29.9% |
| YTD | +41.5% | +50.8% | -9.2% | +22.2% |
| 1Y | +61.0% | +70.9% | -10.0% | +32.9% |
| 3Y | +105.2% | +78.0% | +27.2% | +63.2% |
| 5Y | +113.4% | +113.1% | +0.4% | +51.7% |
| All | +359.9% | +498.2% | -138.3% | +124.0% |
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 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