+36.3%
DIS vs BHP
+330.6%
-294.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +4.4% | +3.8% | +0.6% | +3.0% |
| 30D | +10.3% | -6.5% | +16.8% | +12.7% |
| 3M | +15.5% | -8.5% | +24.1% | +18.6% |
| 6M | +11.2% | -2.2% | +13.4% | +10.3% |
| YTD | +5.6% | +40.0% | -34.4% | -9.5% |
| 1Y | +7.7% | +51.3% | -43.6% | -10.5% |
| 3Y | +39.3% | +56.5% | -17.3% | +11.0% |
| 5Y | -29.5% | +130.2% | -159.7% | -54.1% |
| 10Y | +36.3% | +336.5% | -300.3% | -31.3% |
| All | +36.3% | +330.6% | -294.4% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling