+81.9%
META vs BHP
+120.8%
-38.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -15.4% | -6.3% | -9.2% | -13.6% |
| 3M | +3.5% | -7.1% | +10.6% | +5.7% |
| 6M | -0.3% | -3.2% | +2.9% | -0.6% |
| YTD | -7.3% | +37.9% | -45.2% | -20.0% |
| 1Y | -1.1% | +49.7% | -50.8% | -17.4% |
| 3Y | +95.1% | +51.7% | +43.4% | +57.5% |
| All | +81.9% | +120.8% | -38.8% | +30.5% |
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