+227.0%
UPS vs BHP
+3,685.6%
-3,458.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -3.5% | +3.4% | -6.9% | -4.4% |
| 3M | -5.7% | +4.1% | -9.8% | -7.0% |
| 6M | -4.4% | +20.6% | -25.0% | -9.4% |
| YTD | +8.0% | +56.1% | -48.0% | -4.6% |
| 1Y | +29.0% | +69.6% | -40.6% | +11.3% |
| 3Y | -27.7% | +78.8% | -106.5% | -39.1% |
| 5Y | -34.3% | +113.1% | -147.4% | -48.2% |
| 10Y | +37.8% | +505.9% | -468.1% | -19.4% |
| All | +227.0% | +3,685.6% | -3,458.6% | +52.6% |
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 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