+34.8%
DIS vs BHP
+82.0%
-47.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | -2.9% | +0.3% | -2.0% |
| 30D | +3.5% | +3.4% | +0.1% | +2.7% |
| 3M | +6.8% | +4.1% | +2.8% | +5.6% |
| 6M | +3.0% | +20.6% | -17.6% | -1.9% |
| YTD | -6.7% | +56.1% | -62.8% | -16.7% |
| 1Y | -10.1% | +69.6% | -79.7% | -21.6% |
| All | +34.8% | +82.0% | -47.2% | +10.0% |
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