-27.5%
DPZ vs BHP
+120.8%
-148.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | +6.6% | +0.9% | +5.6% | +6.4% |
| 30D | +10.3% | -6.3% | +16.5% | +11.4% |
| 3M | -6.2% | -7.1% | +1.0% | -5.2% |
| 6M | +4.2% | -3.2% | +7.4% | +4.0% |
| YTD | -18.4% | +37.9% | -56.3% | -25.0% |
| 1Y | -14.9% | +49.7% | -64.6% | -23.3% |
| 3Y | -4.6% | +51.7% | -56.3% | -15.9% |
| All | -27.5% | +120.8% | -148.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling