+43.3%
DIS vs BHP
+50.5%
-7.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +11.5% | -6.3% | +17.7% | +12.7% |
| 3M | +11.5% | -7.1% | +18.7% | +12.7% |
| 6M | +8.9% | -3.2% | +12.1% | +8.5% |
| YTD | +3.4% | +37.9% | -34.5% | -5.5% |
| 1Y | +7.2% | +49.7% | -42.5% | -4.2% |
| 3Y | +43.3% | +51.7% | -8.4% | +22.3% |
| All | +43.3% | +50.5% | -7.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling