+193,725.9%
CSCO vs BHP
+6,853.6%
+186,872.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -5.8% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | -15.8% | -4.5% | -11.3% | -14.5% |
| 3M | -15.4% | -6.9% | -8.5% | -13.5% |
| 6M | -5.4% | -10.6% | +5.2% | -2.4% |
| YTD | +26.5% | +37.2% | -10.7% | +12.3% |
| 1Y | +25.9% | +48.0% | -22.1% | +8.9% |
| 3Y | +97.5% | +52.6% | +45.0% | +65.7% |
| 5Y | +93.0% | +116.5% | -23.4% | +38.6% |
| 10Y | +308.6% | +334.9% | -26.3% | +120.5% |
| All | +193,725.9% | +6,853.6% | +186,872.4% | +39,617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling