+2,233.8%
SAP vs BHP
+3,130.7%
-896.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | +9.0% | +3.4% | +5.6% | +7.6% |
| 3M | +14.9% | +4.1% | +10.9% | +12.3% |
| 6M | +11.9% | +20.6% | -8.7% | +2.9% |
| YTD | -9.9% | +56.1% | -66.0% | -25.3% |
| 1Y | -19.5% | +69.6% | -89.1% | -35.5% |
| 3Y | +61.8% | +78.8% | -17.0% | +24.9% |
| 5Y | +56.2% | +113.1% | -56.9% | +9.1% |
| 10Y | +180.6% | +505.9% | -325.3% | +26.0% |
| All | +2,233.8% | +3,130.7% | -896.9% | +334.9% |
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