+81.9%
UBER vs BHP
+112.0%
-30.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +3.9% |
| 7D | -4.5% | -3.7% | -0.8% | -3.4% |
| 30D | -7.6% | -0.8% | -6.8% | -7.5% |
| 3M | +5.8% | +7.6% | -1.8% | +2.2% |
| 6M | +0.3% | +20.8% | -20.5% | -7.7% |
| YTD | -11.2% | +50.8% | -62.0% | -25.6% |
| 1Y | -23.0% | +70.9% | -93.9% | -38.8% |
| 3Y | +53.6% | +78.0% | -24.4% | +16.9% |
| 5Y | +81.9% | +113.1% | -31.2% | +28.2% |
| All | +81.9% | +112.0% | -30.1% | +28.2% |
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