+14,700.0%
MO vs BHP
+8,048.4%
+6,651.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -0.3% | +4.0% | -4.2% | -1.0% |
| 3M | -2.9% | +12.3% | -15.2% | -5.2% |
| 6M | +5.8% | +30.8% | -25.1% | +0.3% |
| YTD | +22.0% | +58.8% | -36.8% | +11.8% |
| 1Y | +10.7% | +76.8% | -66.2% | -0.6% |
| 3Y | +94.4% | +87.5% | +6.9% | +70.8% |
| 5Y | +97.2% | +123.9% | -26.7% | +65.3% |
| 10Y | +103.0% | +504.4% | -401.4% | +41.4% |
| All | +14,700.0% | +8,048.4% | +6,651.6% | +5,528.9% |
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