+1,129.1%
DIA vs BHP
+4,517.3%
-3,388.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -2.9% | +2.7% | +0.7% |
| 30D | -1.5% | +3.4% | -4.9% | -2.6% |
| 3M | +3.8% | +4.1% | -0.3% | +2.0% |
| 6M | +10.3% | +20.6% | -10.3% | +3.3% |
| YTD | +12.1% | +56.1% | -44.0% | -3.2% |
| 1Y | +18.6% | +69.6% | -51.0% | -0.3% |
| 3Y | +60.6% | +78.8% | -18.2% | +30.5% |
| 5Y | +64.4% | +113.1% | -48.6% | +22.9% |
| 10Y | +250.1% | +505.9% | -255.8% | +85.0% |
| All | +1,129.1% | +4,517.3% | -3,388.2% | +223.8% |
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