+186.8%
UAL vs BHP
+53.3%
+133.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +10.5% | -4.5% | +15.0% | +13.5% |
| 3M | -13.5% | -6.9% | -6.6% | -10.2% |
| 6M | +14.2% | -10.6% | +24.8% | +20.5% |
| YTD | -2.2% | +37.2% | -39.4% | -22.7% |
| 1Y | +12.5% | +48.0% | -35.5% | -15.6% |
| 3Y | +186.8% | +52.6% | +134.3% | +91.6% |
| All | +186.8% | +53.3% | +133.5% | +91.6% |
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