+2,502.1%
SOXX vs BHP
+3,207.9%
-705.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -0.3% |
| 7D | +3.0% | -3.7% | +6.8% | +4.8% |
| 30D | -3.1% | -0.8% | -2.3% | -3.0% |
| 3M | -4.4% | +7.6% | -12.0% | -7.7% |
| 6M | +52.9% | +20.8% | +32.1% | +40.4% |
| YTD | +72.0% | +50.8% | +21.2% | +42.3% |
| 1Y | +105.1% | +70.9% | +34.2% | +60.1% |
| 3Y | +220.6% | +78.0% | +142.6% | +143.6% |
| 5Y | +244.8% | +113.1% | +131.7% | +134.7% |
| 10Y | +1,537.1% | +483.0% | +1,054.1% | +586.9% |
| All | +2,502.1% | +3,207.9% | -705.8% | +224.3% |
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