+102.7%
MO vs BHP
+110.7%
-8.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -3.6% | +3.8% | +0.3% |
| 30D | +7.1% | -1.2% | +8.3% | +7.2% |
| 3M | -2.0% | +1.2% | -3.2% | -2.1% |
| 6M | +7.3% | +21.4% | -14.1% | +4.9% |
| YTD | +23.5% | +50.4% | -27.0% | +17.5% |
| 1Y | +11.0% | +67.5% | -56.5% | +4.2% |
| 3Y | +95.0% | +72.8% | +22.2% | +80.3% |
| All | +102.7% | +110.7% | -8.0% | +80.3% |
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