+107.3%
META vs BHP
+76.8%
+30.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -2.9% | +9.6% | +7.7% |
| 30D | +4.8% | +3.4% | +1.4% | +3.4% |
| 3M | -1.6% | +4.1% | -5.7% | -3.4% |
| 6M | -7.5% | +20.6% | -28.1% | -14.9% |
| YTD | -6.4% | +56.1% | -62.5% | -22.4% |
| 1Y | -17.3% | +69.6% | -86.9% | -33.9% |
| All | +107.3% | +76.8% | +30.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling