+39.0%
PYPL vs BHP
+498.2%
-459.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +4.3% |
| 7D | -5.9% | -3.7% | -2.2% | -4.6% |
| 30D | -9.4% | -0.8% | -8.6% | -9.3% |
| 3M | +31.3% | +7.6% | +23.7% | +26.3% |
| 6M | +19.1% | +20.8% | -1.7% | +8.2% |
| YTD | -7.9% | +50.8% | -58.6% | -25.0% |
| 1Y | -17.9% | +70.9% | -88.8% | -36.9% |
| 3Y | -11.6% | +78.0% | -89.6% | -34.7% |
| 5Y | -81.0% | +113.1% | -194.1% | -87.5% |
| All | +39.0% | +498.2% | -459.2% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling