+2,536.4%
IBM vs BHP
+7,031.6%
-4,495.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +6.8% | -5.2% | +12.0% | +8.1% |
| 3M | +4.4% | -8.7% | +13.1% | +6.6% |
| 6M | +13.2% | -6.9% | +20.0% | +14.1% |
| YTD | -15.1% | +39.0% | -54.1% | -24.0% |
| 1Y | -20.2% | +48.9% | -69.1% | -29.9% |
| 3Y | +79.3% | +55.4% | +23.9% | +53.3% |
| 5Y | +147.5% | +119.2% | +28.2% | +86.7% |
| 10Y | +140.2% | +340.5% | -200.4% | +45.7% |
| All | +2,536.4% | +7,031.6% | -4,495.2% | +558.3% |
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