+137.7%
UAL vs BHP
+121.9%
+15.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.7% |
| 7D | +3.5% | +1.3% | +2.2% | +2.8% |
| 30D | -16.5% | +4.0% | -20.4% | -18.2% |
| 3M | +2.8% | +12.3% | -9.5% | -3.4% |
| 6M | +17.6% | +30.8% | -13.3% | +2.3% |
| YTD | -3.2% | +58.8% | -62.0% | -23.7% |
| 1Y | +0.4% | +76.8% | -76.4% | -24.9% |
| 3Y | +128.2% | +87.5% | +40.7% | +62.3% |
| 5Y | +137.7% | +123.9% | +13.8% | +47.6% |
| All | +137.7% | +121.9% | +15.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling