+159.7%
GILD vs BHP
+496.8%
-337.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -3.6% | -1.2% | -4.3% |
| 30D | +5.8% | -1.2% | +7.0% | +5.9% |
| 3M | +14.9% | +1.2% | +13.7% | +14.4% |
| 6M | -0.4% | +21.4% | -21.8% | -4.2% |
| YTD | +18.5% | +50.4% | -31.9% | +9.7% |
| 1Y | +25.1% | +67.5% | -42.4% | +13.4% |
| 3Y | +105.9% | +72.8% | +33.1% | +83.4% |
| 5Y | +143.0% | +112.6% | +30.4% | +102.9% |
| All | +159.7% | +496.8% | -337.1% | +66.0% |
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