+133.6%
UAL vs BHP
+82.0%
+51.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.5% |
| 30D | -16.1% | +3.4% | -19.5% | -18.0% |
| 3M | +6.1% | +4.1% | +2.1% | +2.7% |
| 6M | +10.8% | +20.6% | -9.7% | -2.7% |
| YTD | -0.4% | +56.1% | -56.5% | -26.6% |
| 1Y | +5.0% | +69.6% | -64.6% | -27.0% |
| All | +133.6% | +82.0% | +51.6% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling