+7.4%
HD vs BHP
+121.9%
-114.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.5% |
| 30D | -11.1% | +4.0% | -15.1% | -11.9% |
| 3M | +2.0% | +12.3% | -10.3% | -0.7% |
| 6M | -10.5% | +30.8% | -41.3% | -16.1% |
| YTD | -6.9% | +58.8% | -65.6% | -16.6% |
| 1Y | -23.2% | +76.8% | -100.0% | -33.0% |
| 3Y | +3.1% | +87.5% | -84.4% | -12.3% |
| 5Y | +7.4% | +123.9% | -116.5% | -9.8% |
| All | +7.4% | +121.9% | -114.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling