+138.3%
GOOGL vs BHP
+112.0%
+26.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +2.1% |
| 7D | -2.8% | -3.7% | +0.9% | -1.9% |
| 30D | -3.2% | -0.8% | -2.3% | -3.1% |
| 3M | -6.6% | +7.6% | -14.2% | -8.9% |
| 6M | +8.5% | +20.8% | -12.3% | +1.9% |
| YTD | +6.5% | +50.8% | -44.3% | -6.6% |
| 1Y | +39.4% | +70.9% | -31.5% | +17.8% |
| 3Y | +146.2% | +78.0% | +68.2% | +101.9% |
| 5Y | +138.3% | +113.1% | +25.3% | +91.2% |
| All | +138.3% | +112.0% | +26.4% | +91.2% |
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