+1,731.8%
HCA vs BHP
+173.6%
+1,558.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | +1.9% | +4.0% | -2.1% | +0.6% |
| 3M | +12.7% | +11.3% | +1.5% | +8.4% |
| 6M | -22.3% | +29.3% | -51.7% | -29.4% |
| YTD | -9.3% | +59.2% | -68.5% | -23.2% |
| 1Y | +2.7% | +80.8% | -78.1% | -16.9% |
| 3Y | +57.8% | +88.0% | -30.2% | +23.2% |
| 5Y | +70.3% | +126.6% | -56.3% | +20.5% |
| 10Y | +499.7% | +515.7% | -16.1% | +197.8% |
| All | +1,731.8% | +173.6% | +1,558.2% | +1,073.6% |
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