+417.9%
GE vs BHP
+126.1%
+291.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -11.3% | +4.0% | -15.3% | -12.5% |
| 3M | -1.4% | +11.3% | -12.6% | -5.1% |
| 6M | +1.2% | +29.3% | -28.1% | -7.3% |
| YTD | +5.9% | +59.2% | -53.3% | -9.0% |
| 1Y | +18.4% | +80.8% | -62.4% | -2.4% |
| 3Y | +271.0% | +88.0% | +183.0% | +193.7% |
| 5Y | +417.9% | +126.6% | +291.3% | +274.5% |
| All | +417.9% | +126.1% | +291.9% | +274.5% |
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 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