+16.9%
JD vs BHP
+503.2%
-486.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.5% |
| 30D | -19.3% | +4.0% | -23.4% | -21.1% |
| 3M | -6.0% | +11.3% | -17.3% | -12.3% |
| 6M | +1.8% | +29.3% | -27.5% | -13.3% |
| YTD | -2.6% | +59.2% | -61.8% | -27.2% |
| 1Y | -17.4% | +80.8% | -98.3% | -42.8% |
| 3Y | -8.6% | +88.0% | -96.6% | -38.0% |
| 5Y | -61.6% | +126.6% | -188.2% | -76.5% |
| 10Y | +16.9% | +515.7% | -498.9% | -48.6% |
| All | +16.9% | +503.2% | -486.3% | -48.6% |
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