+1,458.7%
DIS vs BHP
+7,909.4%
-6,450.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | -2.9% | +0.3% | -1.7% |
| 30D | +3.5% | +3.4% | +0.1% | +2.3% |
| 3M | +6.8% | +4.1% | +2.8% | +4.7% |
| 6M | +3.0% | +20.6% | -17.6% | -4.0% |
| YTD | -6.7% | +56.1% | -62.8% | -20.3% |
| 1Y | -10.1% | +69.6% | -79.7% | -25.4% |
| 3Y | +33.0% | +78.8% | -45.8% | +6.5% |
| 5Y | -40.0% | +113.1% | -153.0% | -55.7% |
| 10Y | +21.1% | +505.9% | -484.8% | -37.5% |
| All | +1,458.7% | +7,909.4% | -6,450.7% | +261.6% |
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