+2,432.7%
SAP vs BHP
+2,754.4%
-321.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.7% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | +11.1% | -6.3% | +17.4% | +13.3% |
| 3M | +17.0% | -7.1% | +24.2% | +19.5% |
| 6M | +34.8% | -3.2% | +38.0% | +34.0% |
| YTD | -2.2% | +37.9% | -40.1% | -15.7% |
| 1Y | -6.4% | +49.7% | -56.1% | -21.8% |
| 3Y | +75.1% | +51.7% | +23.5% | +42.8% |
| 5Y | +69.8% | +122.0% | -52.2% | +16.1% |
| 10Y | +219.8% | +382.4% | -162.6% | +55.4% |
| All | +2,432.7% | +2,754.4% | -321.7% | +390.7% |
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 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