-34.5%
UPS vs BHP
+112.0%
-146.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +2.3% |
| 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% | -4.2% |
| 6M | +2.3% | +20.8% | -18.5% | -4.2% |
| YTD | +5.6% | +50.8% | -45.2% | -7.8% |
| 1Y | +27.1% | +70.9% | -43.9% | +6.6% |
| 3Y | -26.3% | +78.0% | -104.3% | -39.9% |
| 5Y | -34.5% | +113.1% | -147.6% | -50.6% |
| All | -34.5% | +112.0% | -146.4% | -50.6% |
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