+11,024.8%
JPM vs BHP
+8,048.4%
+2,976.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.2% |
| 7D | -0.4% | +1.3% | -1.7% | -1.0% |
| 30D | -1.1% | +4.0% | -5.1% | -2.9% |
| 3M | +14.1% | +12.3% | +1.8% | +8.0% |
| 6M | +23.3% | +30.8% | -7.5% | +8.4% |
| YTD | +11.3% | +58.8% | -47.5% | -10.5% |
| 1Y | +23.0% | +76.8% | -53.8% | -5.8% |
| 3Y | +162.6% | +87.5% | +75.1% | +90.8% |
| 5Y | +152.8% | +123.9% | +28.9% | +63.0% |
| 10Y | +583.6% | +504.4% | +79.3% | +178.0% |
| All | +11,024.8% | +8,048.4% | +2,976.4% | +1,541.3% |
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