+2,413.6%
IBM vs BHP
+7,909.4%
-5,495.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.5% |
| 30D | +0.3% | +3.4% | -3.1% | -0.7% |
| 3M | -21.6% | +4.1% | -25.7% | -23.1% |
| 6M | -4.7% | +20.6% | -25.3% | -10.5% |
| YTD | -19.1% | +56.1% | -75.1% | -29.5% |
| 1Y | -2.5% | +69.6% | -72.1% | -17.1% |
| 3Y | +74.2% | +78.8% | -4.7% | +43.7% |
| 5Y | +113.1% | +113.1% | +0.1% | +62.7% |
| 10Y | +133.5% | +505.9% | -372.3% | +30.6% |
| All | +2,413.6% | +7,909.4% | -5,495.8% | +510.5% |
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