+20.9%
JD vs BHP
+60.3%
-39.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -4.4% |
| 7D | +7.9% | +3.5% | +4.4% | +5.8% |
| 30D | +4.8% | -4.5% | +9.2% | +7.0% |
| 3M | -13.9% | -6.4% | -7.6% | -11.5% |
| 6M | -5.8% | -0.1% | -5.7% | -7.9% |
| YTD | +2.4% | +43.0% | -40.6% | -23.4% |
| 1Y | -7.5% | +56.5% | -64.1% | -35.7% |
| 3Y | +20.9% | +62.0% | -41.2% | -13.9% |
| All | +20.9% | +60.3% | -39.5% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling