+15.0%
GE vs BHP
+71.4%
-56.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +1.4% |
| 7D | -2.8% | -3.7% | +0.9% | -1.7% |
| 30D | -11.9% | -0.8% | -11.1% | -11.9% |
| 3M | +1.8% | +7.6% | -5.8% | -1.6% |
| 6M | -0.6% | +20.8% | -21.4% | -9.1% |
| YTD | +5.5% | +50.8% | -45.2% | -6.7% |
| 1Y | +15.0% | +70.9% | -56.0% | +1.3% |
| All | +15.0% | +71.4% | -56.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling