+143.8%
GOOGL vs BHP
+81.6%
+62.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.9% | +0.9% | -2.7% | -2.1% |
| 30D | -7.5% | +4.0% | -11.5% | -8.7% |
| 3M | -9.2% | +11.3% | -20.4% | -12.5% |
| 6M | +8.1% | +29.3% | -21.3% | -1.5% |
| YTD | +5.8% | +59.2% | -53.4% | -10.6% |
| 1Y | +38.3% | +80.8% | -42.5% | +11.3% |
| All | +143.8% | +81.6% | +62.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling