-32.9%
HDB vs BHP
+53.4%
-86.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +5.1% |
| 7D | +12.9% | -2.5% | +15.4% | +13.3% |
| 30D | +10.0% | -7.7% | +17.7% | +11.4% |
| 3M | +1.8% | -6.4% | +8.2% | +2.7% |
| 6M | -2.1% | +5.2% | -7.3% | -4.7% |
| YTD | -33.4% | +38.3% | -71.7% | -35.1% |
| 1Y | -32.9% | +53.4% | -86.2% | -33.8% |
| All | -32.9% | +53.4% | -86.3% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling