+144.1%
UMC vs BHP
+110.7%
+33.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +9.0% | -3.6% | +12.6% | +10.9% |
| 30D | +17.2% | -1.2% | +18.4% | +17.7% |
| 3M | +11.4% | +1.2% | +10.2% | +10.4% |
| 6M | +137.5% | +21.4% | +116.1% | +117.3% |
| YTD | +193.1% | +50.4% | +142.7% | +143.1% |
| 1Y | +240.3% | +67.5% | +172.8% | +168.1% |
| 3Y | +262.2% | +72.8% | +189.4% | +174.8% |
| All | +144.1% | +110.7% | +33.4% | +72.8% |
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