+62.8%
META vs BHP
+115.8%
-53.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -2.9% | +9.6% | +7.8% |
| 30D | +4.8% | +3.4% | +1.4% | +3.3% |
| 3M | -1.6% | +4.1% | -5.7% | -3.6% |
| 6M | -7.5% | +20.6% | -28.1% | -14.8% |
| YTD | -6.4% | +56.1% | -62.5% | -22.2% |
| 1Y | -17.3% | +69.6% | -86.9% | -33.6% |
| 3Y | +109.9% | +78.8% | +31.1% | +60.8% |
| All | +62.8% | +115.8% | -53.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling