+63.3%
MSFT vs BHP
+124.0%
-60.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.5% |
| 7D | -6.2% | +2.4% | -8.6% | -6.7% |
| 30D | -3.7% | -5.4% | +1.7% | -2.5% |
| 3M | +3.6% | -6.9% | +10.5% | +5.0% |
| 6M | +26.8% | -4.3% | +31.1% | +27.1% |
| YTD | +8.4% | +41.6% | -33.2% | -2.5% |
| 1Y | +3.3% | +53.3% | -50.0% | -9.2% |
| 3Y | +44.3% | +58.4% | -14.1% | +22.7% |
| 5Y | +63.3% | +121.3% | -57.9% | +27.2% |
| All | +63.3% | +124.0% | -60.7% | +27.2% |
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 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