+243.8%
HPQ vs BHP
+496.8%
-253.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.5% |
| 7D | +9.8% | -3.6% | +13.4% | +11.4% |
| 30D | +22.4% | -1.2% | +23.5% | +22.4% |
| 3M | +45.2% | +1.2% | +44.0% | +42.8% |
| 6M | +96.4% | +21.4% | +75.0% | +75.5% |
| YTD | +65.4% | +50.4% | +15.0% | +31.6% |
| 1Y | +31.6% | +67.5% | -35.9% | -0.8% |
| 3Y | +37.0% | +72.8% | -35.8% | -0.9% |
| 5Y | +53.0% | +112.6% | -59.6% | -4.7% |
| All | +243.8% | +496.8% | -253.0% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling