+108.5%
CSCO vs BHP
+87.4%
+21.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -10.1% | +4.0% | -14.1% | -11.0% |
| 3M | -11.7% | +12.3% | -24.0% | -14.5% |
| 6M | +40.1% | +30.8% | +9.3% | +30.1% |
| YTD | +43.8% | +58.8% | -15.0% | +27.3% |
| 1Y | +66.6% | +76.8% | -10.2% | +43.4% |
| 3Y | +108.5% | +87.5% | +21.1% | +66.2% |
| All | +108.5% | +87.4% | +21.1% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling