+1,593.8%
META vs BHP
+228.1%
+1,365.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +3.3% | +3.8% | -0.5% | +2.1% |
| 30D | -10.8% | -6.5% | -4.3% | -8.9% |
| 3M | +7.9% | -8.5% | +16.4% | +10.5% |
| 6M | +5.4% | -2.2% | +7.6% | +4.9% |
| YTD | -2.6% | +40.0% | -42.6% | -13.9% |
| 1Y | +1.9% | +51.3% | -49.4% | -12.3% |
| 3Y | +97.0% | +56.5% | +40.4% | +65.4% |
| 5Y | +97.6% | +130.2% | -32.6% | +45.4% |
| 10Y | +436.0% | +336.5% | +99.5% | +222.3% |
| All | +1,593.8% | +228.1% | +1,365.6% | +1,019.2% |
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