+36.4%
UPS vs BHP
+496.8%
-460.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -3.6% | +1.7% | -1.0% |
| 30D | -2.0% | -1.2% | -0.8% | -1.8% |
| 3M | -6.2% | +1.2% | -7.4% | -7.1% |
| 6M | +2.8% | +21.4% | -18.6% | -4.0% |
| YTD | +5.9% | +50.4% | -44.5% | -7.8% |
| 1Y | +26.2% | +67.5% | -41.3% | +6.2% |
| 3Y | -26.0% | +72.8% | -98.8% | -39.3% |
| 5Y | -34.3% | +112.6% | -146.9% | -50.7% |
| All | +36.4% | +496.8% | -460.5% | -24.8% |
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 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