-17.4%
JD vs BHP
+77.6%
-95.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.5% |
| 7D | -3.0% | +0.9% | -3.9% | -3.2% |
| 30D | -19.3% | +4.0% | -23.4% | -20.3% |
| 3M | -6.0% | +11.3% | -17.3% | -9.0% |
| 6M | +1.8% | +29.3% | -27.5% | -6.4% |
| YTD | -2.6% | +59.2% | -61.8% | -19.3% |
| 1Y | -17.4% | +80.8% | -98.3% | -36.3% |
| All | -17.4% | +77.6% | -95.1% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling