+2,327.9%
NDAQ vs BHP
+2,930.9%
-603.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | +2.5% | +3.4% | -0.9% | +1.0% |
| 3M | +9.9% | +4.1% | +5.9% | +7.5% |
| 6M | +9.4% | +20.6% | -11.2% | +0.5% |
| YTD | +0.4% | +56.1% | -55.6% | -16.7% |
| 1Y | +4.0% | +69.6% | -65.6% | -16.6% |
| 3Y | +94.4% | +78.8% | +15.6% | +49.3% |
| 5Y | +56.7% | +113.1% | -56.3% | +7.8% |
| 10Y | +375.3% | +505.9% | -130.6% | +99.5% |
| All | +2,327.9% | +2,930.9% | -603.0% | +942.5% |
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