+31,139.8%
HD vs BHP
+7,909.4%
+23,230.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -8.4% | +3.4% | -11.8% | -9.4% |
| 3M | +4.3% | +4.1% | +0.3% | +2.7% |
| 6M | -11.1% | +20.6% | -31.7% | -16.5% |
| YTD | -4.7% | +56.1% | -60.7% | -17.2% |
| 1Y | -19.8% | +69.6% | -89.4% | -32.2% |
| 3Y | +4.1% | +78.8% | -74.7% | -14.6% |
| 5Y | +10.3% | +113.1% | -102.7% | -16.6% |
| 10Y | +203.2% | +505.9% | -302.7% | +63.6% |
| All | +31,139.8% | +7,909.4% | +23,230.4% | +5,842.7% |
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 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