+4,211.8%
HDB vs BHP
+2,967.6%
+1,244.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +14.1% | -4.5% | +18.7% | +16.2% |
| 3M | +11.8% | -6.9% | +18.7% | +14.8% |
| 6M | +8.2% | -10.6% | +18.7% | +11.9% |
| YTD | -29.3% | +37.2% | -66.5% | -40.7% |
| 1Y | -28.8% | +48.0% | -76.8% | -42.5% |
| 3Y | -7.5% | +52.6% | -60.0% | -28.9% |
| 5Y | -23.1% | +116.5% | -139.5% | -53.2% |
| 10Y | +63.7% | +334.9% | -271.2% | -37.3% |
| All | +4,211.8% | +2,967.6% | +1,244.2% | +763.9% |
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