+3,769.4%
HDB vs BHP
+3,389.4%
+380.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.4% | -2.9% | +3.3% | +1.8% |
| 30D | -2.8% | +3.4% | -6.2% | -4.5% |
| 3M | -3.5% | +4.1% | -7.6% | -6.1% |
| 6M | -24.7% | +20.6% | -45.3% | -32.0% |
| YTD | -36.6% | +56.1% | -92.6% | -49.6% |
| 1Y | -34.4% | +69.6% | -104.0% | -50.1% |
| 3Y | -24.4% | +78.8% | -103.2% | -45.9% |
| 5Y | -35.4% | +113.1% | -148.4% | -60.1% |
| 10Y | +39.5% | +505.9% | -466.3% | -54.8% |
| All | +3,769.4% | +3,389.4% | +380.1% | +634.8% |
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 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