+220,352.3%
CSCO vs BHP
+7,809.7%
+212,542.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | -10.1% | +3.4% | -13.5% | -11.1% |
| 3M | -15.7% | +4.1% | -19.8% | -17.1% |
| 6M | +36.3% | +20.6% | +15.7% | +26.8% |
| YTD | +43.8% | +56.1% | -12.2% | +22.5% |
| 1Y | +63.9% | +69.6% | -5.7% | +35.4% |
| 3Y | +104.4% | +78.8% | +25.5% | +62.5% |
| 5Y | +111.4% | +113.1% | -1.7% | +52.4% |
| 10Y | +361.7% | +505.9% | -144.2% | +122.6% |
| All | +220,352.3% | +7,809.7% | +212,542.6% | +43,215.3% |
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