+143.3%
DELL vs BHP
+53.4%
+89.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -10.5% |
| 7D | -24.6% | -2.5% | -22.1% | -23.3% |
| 30D | -32.5% | -7.7% | -24.8% | -28.9% |
| 3M | -20.2% | -6.4% | -13.8% | -16.9% |
| 6M | +76.5% | +5.2% | +71.3% | +72.2% |
| YTD | +198.9% | +38.3% | +160.6% | +156.1% |
| 1Y | +143.3% | +53.4% | +89.9% | +90.0% |
| All | +143.3% | +53.4% | +89.9% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling