+255.6%
UAL vs BHP
+526.1%
-270.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.2% |
| 7D | +8.2% | +0.9% | +7.2% | +7.8% |
| 30D | +2.3% | -6.3% | +8.6% | +5.7% |
| 3M | -12.7% | -7.1% | -5.6% | -9.8% |
| 6M | +12.7% | -3.2% | +15.9% | +13.3% |
| YTD | +0.8% | +37.9% | -37.1% | -15.6% |
| 1Y | +17.8% | +49.7% | -31.9% | -5.4% |
| 3Y | +206.7% | +51.7% | +155.0% | +142.1% |
| 5Y | +113.9% | +122.0% | -8.1% | +34.1% |
| 10Y | +97.0% | +382.4% | -285.4% | -13.8% |
| All | +255.6% | +526.1% | -270.5% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling