+138.6%
ETSY vs BHP
+327.9%
-189.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +2.4% |
| 7D | -12.7% | -3.7% | -9.0% | -11.6% |
| 30D | -9.9% | -0.8% | -9.1% | -9.9% |
| 3M | +4.2% | +7.6% | -3.4% | +0.8% |
| 6M | +34.2% | +20.8% | +13.4% | +23.5% |
| YTD | +29.1% | +50.8% | -21.6% | +8.3% |
| 1Y | +23.8% | +70.9% | -47.1% | -1.2% |
| 3Y | +6.6% | +78.0% | -71.4% | -17.6% |
| 5Y | -67.0% | +113.1% | -180.1% | -76.5% |
| 10Y | +424.9% | +483.0% | -58.2% | +153.4% |
| All | +138.6% | +327.9% | -189.3% | -2.9% |
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