+53.3%
ROKU vs BHP
+21.3%
+32.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +3.1% |
| 7D | -2.6% | -3.7% | +1.1% | -1.2% |
| 30D | +2.1% | -0.8% | +3.0% | +2.0% |
| 3M | +31.8% | +7.6% | +24.2% | +25.9% |
| 6M | +53.3% | +20.8% | +32.5% | +29.5% |
| All | +53.3% | +21.3% | +32.0% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling