+12.5%
UAL vs BHP
+46.1%
-33.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.1% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +10.5% | -4.5% | +15.0% | +12.9% |
| 3M | -13.5% | -6.9% | -6.6% | -10.8% |
| 6M | +14.2% | -10.6% | +24.8% | +19.1% |
| YTD | -2.2% | +37.2% | -39.4% | -17.0% |
| 1Y | +12.5% | +48.0% | -35.5% | -10.2% |
| All | +12.5% | +46.1% | -33.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling