+5.6%
XYZ vs BHP
+76.4%
-70.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -5.0% | -3.8% |
| 7D | +2.9% | +1.3% | +1.6% | +2.4% |
| 30D | +1.4% | +4.0% | -2.6% | 0.0% |
| 3M | +14.6% | +12.3% | +2.3% | +9.8% |
| 6M | +20.8% | +30.8% | -10.1% | +9.2% |
| YTD | +23.1% | +58.8% | -35.7% | +4.3% |
| 1Y | +5.6% | +76.8% | -71.2% | -12.7% |
| All | +5.6% | +76.4% | -70.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling