+433.3%
META vs BHP
+345.2%
+88.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.4% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | -15.4% | -5.4% | -10.0% | -13.7% |
| 3M | +5.0% | -6.9% | +11.9% | +7.3% |
| 6M | +5.2% | -4.3% | +9.5% | +5.5% |
| YTD | -4.5% | +41.6% | -46.1% | -18.4% |
| 1Y | +0.6% | +53.3% | -52.7% | -16.8% |
| 3Y | +93.1% | +58.4% | +34.7% | +54.5% |
| 5Y | +93.7% | +121.3% | -27.6% | +32.3% |
| 10Y | +433.3% | +349.0% | +84.4% | +168.8% |
| All | +433.3% | +345.2% | +88.2% | +168.8% |
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