+9.3%
GEHC vs BHP
+75.3%
-66.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -7.6% | +0.9% | -8.5% | -8.0% |
| 30D | -10.7% | +4.0% | -14.7% | -12.0% |
| 3M | -1.2% | +11.3% | -12.5% | -5.8% |
| 6M | -13.7% | +29.3% | -43.1% | -23.5% |
| YTD | -20.4% | +59.2% | -79.6% | -36.1% |
| 1Y | -17.0% | +80.8% | -97.9% | -37.3% |
| 3Y | +0.9% | +88.0% | -87.1% | -26.6% |
| All | +9.3% | +75.3% | -66.0% | -24.2% |
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 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