+74.1%
SAP vs BHP
+127.1%
-52.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.9% |
| 7D | +1.6% | +3.5% | -1.9% | +0.9% |
| 30D | +10.5% | -4.5% | +15.0% | +11.5% |
| 3M | +15.2% | -6.4% | +21.5% | +16.4% |
| 6M | +36.7% | -0.1% | +36.7% | +35.4% |
| YTD | -0.6% | +43.0% | -43.6% | -11.5% |
| 1Y | -4.1% | +56.5% | -60.7% | -16.9% |
| 3Y | +73.2% | +62.0% | +11.2% | +45.5% |
| 5Y | +74.1% | +130.4% | -56.3% | +33.4% |
| All | +74.1% | +127.1% | -52.9% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling