+253.9%
UMC vs BHP
+72.0%
+181.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | +0.1% |
| 7D | +11.4% | -3.7% | +15.1% | +13.4% |
| 30D | +16.8% | -0.8% | +17.6% | +17.0% |
| 3M | +19.1% | +7.6% | +11.5% | +14.6% |
| 6M | +137.4% | +20.8% | +116.6% | +117.2% |
| YTD | +186.4% | +50.8% | +135.6% | +137.7% |
| 1Y | +229.1% | +70.9% | +158.2% | +157.1% |
| All | +253.9% | +72.0% | +181.9% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling