+636.7%
DELL vs BHP
+72.0%
+564.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.3% | 0.0% | -2.3% |
| 7D | -1.9% | -3.7% | +1.8% | +0.3% |
| 30D | +14.9% | -0.8% | +15.7% | +15.2% |
| 3M | +37.2% | +7.6% | +29.6% | +30.9% |
| 6M | +254.0% | +20.8% | +233.2% | +217.9% |
| YTD | +306.1% | +50.8% | +255.4% | +224.3% |
| 1Y | +312.3% | +70.9% | +241.4% | +206.8% |
| All | +636.7% | +72.0% | +564.7% | +410.3% |
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 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