+119.2%
ORLY vs BHP
+110.7%
+8.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -3.6% | +1.3% | -2.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | -4.8% | +1.2% | -5.9% | -4.9% |
| 6M | -9.1% | +21.4% | -30.5% | -10.7% |
| YTD | -5.9% | +50.4% | -56.3% | -9.2% |
| 1Y | -20.4% | +67.5% | -87.9% | -24.0% |
| 3Y | +36.6% | +72.8% | -36.2% | +28.9% |
| All | +119.2% | +110.7% | +8.5% | +103.3% |
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