+133,470.8%
MSFT vs BHP
+7,909.4%
+125,561.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | +2.7% | +3.4% | -0.7% | +1.5% |
| 3M | +17.0% | +4.1% | +12.9% | +14.9% |
| 6M | +23.8% | +20.6% | +3.2% | +15.8% |
| YTD | +4.0% | +56.1% | -52.1% | -10.5% |
| 1Y | -0.8% | +69.6% | -70.4% | -16.9% |
| 3Y | +55.6% | +78.8% | -23.2% | +26.0% |
| 5Y | +72.9% | +113.1% | -40.2% | +29.4% |
| 10Y | +875.8% | +505.9% | +369.9% | +416.3% |
| All | +133,470.8% | +7,909.4% | +125,561.4% | +35,243.4% |
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