+76.8%
UAL vs BHP
+339.3%
-262.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -4.9% |
| 7D | +0.7% | +2.5% | -1.8% | -0.7% |
| 30D | +7.8% | -5.2% | +13.0% | +11.4% |
| 3M | -11.1% | -8.7% | -2.4% | -6.4% |
| 6M | +16.1% | -6.9% | +22.9% | +19.7% |
| YTD | -0.5% | +39.0% | -39.5% | -21.1% |
| 1Y | +11.3% | +48.9% | -37.7% | -15.5% |
| 3Y | +192.8% | +55.4% | +137.5% | +111.5% |
| 5Y | +123.3% | +119.2% | +4.0% | +18.7% |
| All | +76.8% | +339.3% | -262.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling