+123.5%
DAL vs BHP
+340.1%
-216.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.6% |
| 7D | +10.7% | +3.8% | +6.9% | +8.7% |
| 30D | +12.5% | -6.5% | +19.0% | +16.5% |
| 3M | +3.6% | -8.5% | +12.2% | +8.1% |
| 6M | +26.7% | -2.2% | +28.9% | +26.1% |
| YTD | +34.3% | +40.0% | -5.7% | +8.3% |
| 1Y | +59.1% | +51.3% | +7.8% | +22.9% |
| 3Y | +179.9% | +56.5% | +123.3% | +107.0% |
| 5Y | +119.1% | +130.2% | -11.0% | +21.9% |
| All | +123.5% | +340.1% | -216.5% | -9.1% |
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