+259.3%
UPS vs BHP
+3,228.0%
-2,968.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +17.4% | -4.5% | +21.9% | +18.7% |
| 3M | +8.2% | -6.9% | +15.1% | +9.9% |
| 6M | +17.9% | -10.6% | +28.5% | +20.5% |
| YTD | +18.7% | +37.2% | -18.5% | +8.1% |
| 1Y | +24.8% | +48.0% | -23.2% | +11.4% |
| 3Y | -4.5% | +52.6% | -57.1% | -16.4% |
| 5Y | -33.2% | +116.5% | -149.7% | -47.5% |
| 10Y | +44.2% | +334.9% | -290.7% | -8.5% |
| All | +259.3% | +3,228.0% | -2,968.7% | +73.0% |
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