+632.8%
LYB vs BHP
+211.4%
+421.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -3.6% | +3.9% | +2.3% |
| 30D | +2.5% | -1.2% | +3.6% | +2.8% |
| 3M | +1.4% | +1.2% | +0.2% | -0.7% |
| 6M | -3.5% | +21.4% | -24.9% | -17.8% |
| YTD | +52.0% | +50.4% | +1.6% | +12.3% |
| 1Y | +22.1% | +67.5% | -45.5% | -16.3% |
| 3Y | -22.8% | +72.8% | -95.6% | -49.5% |
| 5Y | -3.4% | +112.6% | -116.0% | -47.5% |
| 10Y | +47.4% | +481.7% | -434.3% | -57.7% |
| All | +632.8% | +211.4% | +421.4% | +219.2% |
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