+54.3%
JD vs BHP
+210.9%
-156.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | -13.2% | +3.4% | -16.5% | -14.6% |
| 3M | -3.2% | +4.1% | -7.3% | -6.0% |
| 6M | +15.2% | +20.6% | -5.4% | +3.4% |
| YTD | +2.0% | +56.1% | -54.1% | -20.2% |
| 1Y | -5.4% | +69.6% | -75.0% | -29.2% |
| 3Y | -9.1% | +78.8% | -87.9% | -33.6% |
| 5Y | -59.6% | +113.1% | -172.7% | -72.8% |
| 10Y | +26.2% | +505.9% | -479.6% | -44.2% |
| All | +54.3% | +210.9% | -156.5% | -16.1% |
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