-37.8%
HDB vs BHP
+126.1%
-163.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -4.9% | +0.9% | -5.8% | -5.0% |
| 30D | -5.8% | +4.0% | -9.9% | -6.6% |
| 3M | -5.2% | +11.3% | -16.4% | -7.3% |
| 6M | -25.7% | +29.3% | -55.0% | -29.7% |
| YTD | -39.6% | +59.2% | -98.8% | -45.1% |
| 1Y | -36.9% | +80.8% | -117.8% | -44.2% |
| 3Y | -29.7% | +88.0% | -117.7% | -39.0% |
| 5Y | -37.8% | +126.6% | -164.4% | -48.7% |
| All | -37.8% | +126.1% | -163.8% | -48.7% |
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 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