+4,770.1%
DELL vs BHP
+501.9%
+4,268.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.0% |
| 7D | +25.6% | +1.3% | +24.4% | +24.9% |
| 30D | +17.7% | +4.0% | +13.7% | +15.2% |
| 3M | +33.4% | +12.3% | +21.1% | +25.8% |
| 6M | +266.2% | +30.8% | +235.4% | +222.0% |
| YTD | +328.0% | +58.8% | +269.2% | +243.5% |
| 1Y | +339.6% | +76.8% | +262.7% | +235.1% |
| 3Y | +694.6% | +87.5% | +607.1% | +479.1% |
| 5Y | +1,122.0% | +123.9% | +998.1% | +693.8% |
| 10Y | +4,062.5% | +504.4% | +3,558.1% | +1,771.7% |
| All | +4,770.1% | +501.9% | +4,268.2% | +2,098.3% |
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