+2,864.0%
GE vs BHP
+8,048.4%
-5,184.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | -9.5% | +4.0% | -13.5% | -10.9% |
| 3M | +4.1% | +12.3% | -8.2% | -0.5% |
| 6M | +3.9% | +30.8% | -26.9% | -6.1% |
| YTD | +9.0% | +58.8% | -49.7% | -8.4% |
| 1Y | +21.9% | +76.8% | -54.9% | -1.8% |
| 3Y | +281.8% | +87.5% | +194.3% | +195.1% |
| 5Y | +436.7% | +123.9% | +312.8% | +277.6% |
| 10Y | +151.5% | +504.4% | -352.8% | +24.1% |
| All | +2,864.0% | +8,048.4% | -5,184.5% | +548.2% |
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 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