+768.7%
HBAN vs BHP
+8,071.5%
-7,302.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -5.5% | +4.0% | -9.5% | -7.2% |
| 3M | -0.2% | +11.3% | -11.5% | -5.2% |
| 6M | +5.2% | +29.3% | -24.2% | -6.7% |
| YTD | -2.3% | +59.2% | -61.5% | -20.9% |
| 1Y | -2.2% | +80.8% | -83.0% | -25.0% |
| 3Y | +73.8% | +88.0% | -14.1% | +29.0% |
| 5Y | +35.2% | +126.6% | -91.4% | -10.1% |
| 10Y | +155.4% | +515.7% | -360.4% | +11.8% |
| All | +768.7% | +8,071.5% | -7,302.8% | +123.6% |
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