+13,503.3%
GOOGL vs BHP
+1,358.0%
+12,145.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | -4.4% | +4.0% | -8.4% | -5.7% |
| 3M | -6.8% | +12.3% | -19.1% | -10.6% |
| 6M | +13.6% | +30.8% | -17.3% | +3.4% |
| YTD | +8.3% | +58.8% | -50.5% | -7.8% |
| 1Y | +44.9% | +76.8% | -31.9% | +18.9% |
| 3Y | +150.5% | +87.5% | +63.0% | +98.7% |
| 5Y | +137.7% | +123.9% | +13.8% | +72.6% |
| 10Y | +750.9% | +504.4% | +246.6% | +332.3% |
| All | +13,503.3% | +1,358.0% | +12,145.3% | +4,076.0% |
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 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