+16.8%
IBM vs BHP
-9.1%
+25.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +9.2% | -4.5% | +13.7% | +9.3% |
| 3M | +4.9% | -6.9% | +11.8% | +5.6% |
| 6M | +16.8% | -10.6% | +27.3% | +25.8% |
| All | +16.8% | -9.1% | +25.8% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling