+41.1%
HPQ vs BHP
+112.0%
-70.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.4% | +2.9% |
| 7D | +3.5% | -3.7% | +7.2% | +4.7% |
| 30D | +13.7% | -0.8% | +14.5% | +13.6% |
| 3M | +33.9% | +7.6% | +26.2% | +29.1% |
| 6M | +80.9% | +20.8% | +60.1% | +65.8% |
| YTD | +52.6% | +50.8% | +1.8% | +26.4% |
| 1Y | +21.2% | +70.9% | -49.7% | -4.9% |
| 3Y | +26.9% | +78.0% | -51.1% | -4.7% |
| 5Y | +41.1% | +113.1% | -71.9% | -0.6% |
| All | +41.1% | +112.0% | -70.8% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling