+11,791.0%
GOOGL vs BHP
+1,159.9%
+10,631.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | -14.9% | -4.5% | -10.4% | -13.7% |
| 3M | -14.6% | -6.9% | -7.7% | -12.8% |
| 6M | -26.4% | -10.6% | -15.9% | -24.5% |
| YTD | -5.3% | +37.2% | -42.5% | -15.8% |
| 1Y | +6.5% | +48.0% | -41.6% | -7.7% |
| 3Y | +126.0% | +52.6% | +73.5% | +91.3% |
| 5Y | +100.8% | +116.5% | -15.6% | +47.4% |
| 10Y | +673.8% | +334.9% | +338.9% | +335.5% |
| All | +11,791.0% | +1,159.9% | +10,631.1% | +3,716.4% |
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