+5,506.3%
HON vs BHP
+8,071.5%
-2,565.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -0.6% | +0.9% | -1.4% | -0.9% |
| 30D | -15.4% | +4.0% | -19.4% | -16.7% |
| 3M | -9.1% | +11.3% | -20.4% | -12.9% |
| 6M | -17.1% | +29.3% | -46.4% | -24.9% |
| YTD | +1.5% | +59.2% | -57.7% | -14.9% |
| 1Y | -1.3% | +80.8% | -82.2% | -21.2% |
| 3Y | +19.5% | +88.0% | -68.4% | -7.8% |
| 5Y | +3.1% | +126.6% | -123.6% | -28.5% |
| 10Y | +138.4% | +515.7% | -377.4% | +11.3% |
| All | +5,506.3% | +8,071.5% | -2,565.2% | +923.9% |
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