-22.3%
HCA vs BHP
+34.6%
-57.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | +1.9% | +4.0% | -2.1% | +1.7% |
| 3M | +12.7% | +11.3% | +1.5% | +12.6% |
| 6M | -22.3% | +29.3% | -51.7% | -25.7% |
| All | -22.3% | +34.6% | -57.0% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling