+72.4%
UBER vs BHP
+197.9%
-125.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.4% | -3.6% | -1.8% | -3.9% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | +3.0% | +1.2% | +1.9% | +1.4% |
| 6M | -4.4% | +21.4% | -25.8% | -14.8% |
| YTD | -12.3% | +50.4% | -62.7% | -30.7% |
| 1Y | -24.3% | +67.5% | -91.8% | -43.6% |
| 3Y | +46.4% | +72.8% | -26.4% | +4.0% |
| 5Y | +79.7% | +112.6% | -32.9% | +6.7% |
| All | +72.4% | +197.9% | -125.5% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling