+533.2%
XYZ vs BHP
+554.0%
-20.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | -2.9% | +1.9% | +0.6% |
| 30D | -1.7% | +3.4% | -5.1% | -3.6% |
| 3M | +16.7% | +4.1% | +12.7% | +13.4% |
| 6M | +26.9% | +20.6% | +6.3% | +13.0% |
| YTD | +27.1% | +56.1% | -28.9% | -2.3% |
| 1Y | +9.3% | +69.6% | -60.3% | -20.1% |
| 3Y | +42.3% | +78.8% | -36.5% | -0.6% |
| 5Y | -69.3% | +113.1% | -182.4% | -80.7% |
| 10Y | +586.8% | +505.9% | +80.9% | +174.5% |
| All | +533.2% | +554.0% | -20.8% | +125.4% |
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