+2.7%
HLT vs BHP
+21.3%
-18.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.9% |
| 7D | -2.6% | -3.7% | +1.1% | -1.8% |
| 30D | -2.6% | -0.8% | -1.8% | -2.7% |
| 3M | -9.4% | +7.6% | -17.0% | -11.5% |
| 6M | +2.7% | +20.8% | -18.1% | -7.5% |
| All | +2.7% | +21.3% | -18.6% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling