+63.6%
DIA vs BHP
+126.1%
-62.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -2.7% | +4.0% | -6.7% | -3.6% |
| 3M | +3.3% | +11.3% | -8.0% | +0.4% |
| 6M | +10.4% | +29.3% | -18.9% | +3.3% |
| YTD | +10.0% | +59.2% | -49.2% | -2.4% |
| 1Y | +16.2% | +80.8% | -64.7% | -0.2% |
| 3Y | +58.7% | +88.0% | -29.2% | +32.7% |
| 5Y | +63.6% | +126.6% | -63.1% | +31.1% |
| All | +63.6% | +126.1% | -62.5% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling