+6.7%
HCA vs BHP
+70.6%
-63.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | -3.6% | +9.0% | +5.7% |
| 30D | +3.0% | -1.2% | +4.2% | +3.1% |
| 3M | +13.0% | +1.2% | +11.8% | +13.3% |
| 6M | -20.3% | +21.4% | -41.7% | -22.0% |
| YTD | -8.2% | +50.4% | -58.6% | -11.5% |
| 1Y | +6.7% | +67.5% | -60.8% | +4.0% |
| All | +6.7% | +70.6% | -63.9% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling