+54.6%
JD vs BHP
+178.9%
-124.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | +5.2% | +3.8% | +1.4% | +3.2% |
| 30D | +4.5% | -6.5% | +11.0% | +7.6% |
| 3M | -15.4% | -8.5% | -6.9% | -12.3% |
| 6M | -6.0% | -2.2% | -3.9% | -6.8% |
| YTD | +2.2% | +40.0% | -37.8% | -16.3% |
| 1Y | -6.7% | +51.3% | -58.0% | -26.6% |
| 3Y | +20.5% | +56.5% | -36.0% | -6.7% |
| 5Y | -58.4% | +130.2% | -188.6% | -72.8% |
| 10Y | +32.5% | +336.5% | -304.0% | -34.3% |
| All | +54.6% | +178.9% | -124.3% | -12.0% |
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