+913.4%
MSFT vs BHP
+339.3%
+574.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +1.0% |
| 7D | -2.4% | +2.5% | -4.9% | -3.2% |
| 30D | -3.8% | -5.2% | +1.5% | -2.1% |
| 3M | +6.4% | -8.7% | +15.1% | +9.2% |
| 6M | +28.8% | -6.9% | +35.6% | +30.3% |
| YTD | +8.8% | +39.0% | -30.1% | -5.3% |
| 1Y | +3.2% | +48.9% | -45.8% | -12.6% |
| 3Y | +44.8% | +55.4% | -10.6% | +17.8% |
| 5Y | +61.8% | +119.2% | -57.4% | +10.4% |
| All | +913.4% | +339.3% | +574.1% | +402.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling