+37.0%
HPQ vs BHP
+71.6%
-34.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.5% |
| 7D | +9.8% | -3.6% | +13.4% | +10.8% |
| 30D | +22.4% | -1.2% | +23.5% | +22.3% |
| 3M | +45.2% | +1.2% | +44.0% | +43.7% |
| 6M | +96.4% | +21.4% | +75.0% | +81.3% |
| YTD | +65.4% | +50.4% | +15.0% | +37.9% |
| 1Y | +31.6% | +67.5% | -35.9% | +4.5% |
| 3Y | +37.0% | +72.8% | -35.8% | +3.0% |
| All | +37.0% | +71.6% | -34.5% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling