+34,054.1%
HD vs BHP
+7,085.6%
+26,968.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +5.2% | +3.8% | +1.4% | +4.1% |
| 30D | +20.7% | -6.5% | +27.2% | +22.9% |
| 3M | +0.8% | -8.5% | +9.3% | +3.0% |
| 6M | +12.2% | -2.2% | +14.4% | +11.9% |
| YTD | +4.2% | +40.0% | -35.8% | -6.9% |
| 1Y | -2.6% | +51.3% | -53.9% | -14.9% |
| 3Y | +30.0% | +56.5% | -26.5% | +10.6% |
| 5Y | +8.1% | +130.2% | -122.1% | -20.2% |
| 10Y | +247.2% | +336.5% | -89.3% | +105.3% |
| All | +34,054.1% | +7,085.6% | +26,968.5% | +6,584.3% |
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