+144.5%
IBM vs BHP
+503.2%
-358.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +1.5% | +4.0% | -2.5% | +0.3% |
| 3M | -12.9% | +11.3% | -24.2% | -16.3% |
| 6M | -3.9% | +29.3% | -33.2% | -12.1% |
| YTD | -17.3% | +59.2% | -76.6% | -29.8% |
| 1Y | -5.0% | +80.8% | -85.8% | -22.7% |
| 3Y | +78.2% | +88.0% | -9.8% | +39.9% |
| 5Y | +120.6% | +126.6% | -6.0% | +54.4% |
| 10Y | +144.5% | +515.7% | -371.3% | +22.6% |
| All | +144.5% | +503.2% | -358.7% | +22.6% |
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 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