+50.6%
LYB vs BHP
+53.4%
-2.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -4.5% |
| 7D | -6.2% | -2.5% | -3.7% | -6.3% |
| 30D | +6.3% | -7.7% | +14.0% | +5.8% |
| 3M | +4.1% | -6.4% | +10.5% | +3.8% |
| 6M | -15.5% | +5.2% | -20.6% | -14.1% |
| YTD | +50.2% | +38.3% | +11.9% | +39.3% |
| 1Y | +50.6% | +53.4% | -2.8% | +39.6% |
| All | +50.6% | +53.4% | -2.8% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling