+2.8%
DIS vs BHP
+49.1%
-46.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +0.9% | +2.5% | -1.6% | +0.6% |
| 30D | +8.9% | -5.2% | +14.1% | +9.4% |
| 3M | +14.5% | -8.7% | +23.3% | +15.5% |
| 6M | +12.2% | -6.9% | +19.1% | +12.6% |
| YTD | +4.7% | +39.0% | -34.2% | -1.0% |
| 1Y | +2.8% | +48.9% | -46.1% | -6.4% |
| All | +2.8% | +49.1% | -46.3% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling