-63.9%
XYZ vs BHP
+120.8%
-184.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +12.1% | +0.9% | +11.2% | +11.8% |
| 30D | +12.4% | -6.3% | +18.6% | +16.5% |
| 3M | +8.2% | -7.1% | +15.3% | +12.1% |
| 6M | +20.7% | -3.2% | +23.9% | +20.7% |
| YTD | +31.3% | +37.9% | -6.6% | +3.7% |
| 1Y | +20.5% | +49.7% | -29.2% | -9.9% |
| 3Y | +72.6% | +51.7% | +20.9% | +23.8% |
| All | -63.9% | +120.8% | -184.6% | -78.6% |
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