-61.3%
JD vs BHP
+121.9%
-183.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.6% |
| 30D | -16.0% | +4.0% | -20.0% | -18.1% |
| 3M | -3.2% | +12.3% | -15.5% | -10.9% |
| 6M | +6.1% | +30.8% | -24.8% | -12.6% |
| YTD | -0.1% | +58.8% | -58.9% | -29.0% |
| 1Y | -12.7% | +76.8% | -89.6% | -42.8% |
| 3Y | -6.3% | +87.5% | -93.8% | -41.1% |
| 5Y | -61.3% | +123.9% | -185.2% | -78.4% |
| All | -61.3% | +121.9% | -183.2% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling