+275.3%
UMC vs BHP
+3,525.9%
-3,250.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +13.6% | +0.9% | +12.7% | +13.1% |
| 30D | +20.8% | +4.0% | +16.7% | +18.0% |
| 3M | +16.1% | +11.3% | +4.9% | +9.7% |
| 6M | +137.3% | +29.3% | +108.0% | +106.6% |
| YTD | +193.8% | +59.2% | +134.5% | +127.6% |
| 1Y | +236.1% | +80.8% | +155.2% | +142.4% |
| 3Y | +267.1% | +88.0% | +179.1% | +153.2% |
| 5Y | +145.3% | +126.6% | +18.6% | +46.9% |
| 10Y | +1,857.3% | +515.7% | +1,341.6% | +500.6% |
| All | +275.3% | +3,525.9% | -3,250.5% | -68.8% |
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 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