-5.9%
SAP vs BHP
+53.4%
-59.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +4.4% |
| 7D | +1.3% | -2.5% | +3.8% | +1.1% |
| 30D | +15.5% | -7.7% | +23.3% | +14.9% |
| 3M | +22.8% | -6.4% | +29.2% | +22.5% |
| 6M | +42.5% | +5.2% | +37.3% | +43.2% |
| YTD | +0.5% | +38.3% | -37.8% | -1.6% |
| 1Y | -5.9% | +53.4% | -59.3% | -12.7% |
| All | -5.9% | +53.4% | -59.4% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling