+51.2%
MSFT vs BHP
+87.4%
-36.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -1.0% | +4.0% | -5.0% | -1.8% |
| 3M | +20.2% | +12.3% | +7.9% | +17.4% |
| 6M | +21.3% | +30.8% | -9.6% | +14.4% |
| YTD | +2.8% | +58.8% | -56.0% | -7.6% |
| 1Y | 0.0% | +76.8% | -76.9% | -12.6% |
| 3Y | +51.2% | +87.5% | -36.2% | +23.9% |
| All | +51.2% | +87.4% | -36.2% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling