+251.3%
UAL vs BHP
+608.6%
-357.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.2% |
| 30D | -16.1% | +3.4% | -19.5% | -17.7% |
| 3M | +6.1% | +4.1% | +2.1% | +3.2% |
| 6M | +10.8% | +20.6% | -9.7% | +0.2% |
| YTD | -0.4% | +56.1% | -56.5% | -21.5% |
| 1Y | +5.0% | +69.6% | -64.6% | -20.7% |
| 3Y | +124.0% | +78.8% | +45.2% | +63.1% |
| 5Y | +141.0% | +113.1% | +27.9% | +53.7% |
| 10Y | +118.0% | +505.9% | -387.9% | -14.5% |
| All | +251.3% | +608.6% | -357.3% | +11.6% |
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 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