-26.2%
UPS vs BHP
+72.0%
-98.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +2.4% |
| 7D | -3.4% | -3.7% | +0.3% | -2.4% |
| 30D | -2.7% | -0.8% | -1.9% | -2.7% |
| 3M | -1.6% | +7.6% | -9.2% | -4.5% |
| 6M | +2.3% | +20.8% | -18.5% | -4.9% |
| YTD | +5.6% | +50.8% | -45.2% | -9.4% |
| 1Y | +27.1% | +70.9% | -43.9% | +4.2% |
| All | -26.2% | +72.0% | -98.2% | -41.9% |
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