+152.0%
GE vs BHP
+333.8%
-181.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +8.1% | -4.5% | +12.6% | +10.4% |
| 3M | -7.9% | -6.9% | -1.0% | -5.3% |
| 6M | +12.9% | -10.6% | +23.5% | +17.4% |
| YTD | +8.2% | +37.2% | -29.0% | -8.2% |
| 1Y | +9.7% | +48.0% | -38.4% | -10.3% |
| 3Y | +266.1% | +52.6% | +213.6% | +184.8% |
| 5Y | +407.4% | +116.5% | +290.9% | +208.4% |
| All | +152.0% | +333.8% | -181.8% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling