+2,768.0%
HPQ vs BHP
+8,048.4%
-5,280.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.1% |
| 7D | -0.5% | +1.3% | -1.7% | -1.0% |
| 30D | +3.7% | +4.0% | -0.2% | +2.0% |
| 3M | +24.3% | +12.3% | +12.0% | +18.3% |
| 6M | +64.8% | +30.8% | +33.9% | +47.5% |
| YTD | +43.9% | +58.8% | -14.9% | +19.3% |
| 1Y | +11.7% | +76.8% | -65.2% | -11.0% |
| 3Y | +19.7% | +87.5% | -67.8% | -7.8% |
| 5Y | +32.2% | +123.9% | -91.7% | -6.5% |
| 10Y | +198.9% | +504.4% | -305.4% | +48.3% |
| All | +2,768.0% | +8,048.4% | -5,280.5% | +517.3% |
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