+51.4%
PYPL vs BHP
+375.7%
-324.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | -2.9% | +5.6% | +3.8% |
| 30D | -4.9% | +3.4% | -8.3% | -6.2% |
| 3M | +28.9% | +4.1% | +24.8% | +26.2% |
| 6M | +18.2% | +20.6% | -2.3% | +8.6% |
| YTD | -5.0% | +56.1% | -61.1% | -21.9% |
| 1Y | -18.8% | +69.6% | -88.4% | -35.5% |
| 3Y | -12.6% | +78.8% | -91.4% | -33.1% |
| 5Y | -80.8% | +113.1% | -193.8% | -86.6% |
| 10Y | +49.9% | +505.9% | -456.0% | -28.2% |
| All | +51.4% | +375.7% | -324.3% | -21.6% |
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