-5.5%
SAP vs BHP
+51.6%
-57.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.7% |
| 7D | +1.5% | +3.8% | -2.3% | +1.8% |
| 30D | +8.8% | -6.5% | +15.3% | +8.4% |
| 3M | +12.1% | -8.5% | +20.6% | +11.6% |
| 6M | +34.6% | -2.2% | +36.7% | +35.4% |
| YTD | -2.1% | +40.0% | -42.1% | -3.6% |
| 1Y | -5.5% | +51.3% | -56.9% | -10.8% |
| All | -5.5% | +51.6% | -57.1% | -10.8% |
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 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