+55.0%
JD vs BHP
+184.9%
-129.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -4.3% |
| 7D | +7.9% | +3.5% | +4.4% | +6.0% |
| 30D | +4.8% | -4.5% | +9.2% | +6.7% |
| 3M | -13.9% | -6.4% | -7.6% | -11.7% |
| 6M | -5.8% | -0.1% | -5.7% | -7.5% |
| YTD | +2.4% | +43.0% | -40.6% | -16.9% |
| 1Y | -7.5% | +56.5% | -64.1% | -28.5% |
| 3Y | +20.9% | +62.0% | -41.2% | -7.9% |
| 5Y | -58.0% | +130.4% | -188.4% | -72.6% |
| 10Y | +28.9% | +349.1% | -320.2% | -36.8% |
| All | +55.0% | +184.9% | -129.9% | -12.7% |
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