+590.9%
JPM vs BHP
+496.8%
+94.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.7% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | +14.1% | +1.2% | +13.0% | +12.8% |
| 6M | +25.1% | +21.4% | +3.7% | +13.3% |
| YTD | +12.1% | +50.4% | -38.3% | -8.3% |
| 1Y | +18.8% | +67.5% | -48.7% | -7.7% |
| 3Y | +163.4% | +72.8% | +90.6% | +95.4% |
| 5Y | +156.5% | +112.6% | +43.9% | +61.5% |
| All | +590.9% | +496.8% | +94.0% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling