+4,033.9%
YUM vs BHP
+3,472.8%
+561.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +0.4% |
| 7D | -5.2% | -3.7% | -1.5% | -4.3% |
| 30D | -0.1% | -0.8% | +0.8% | 0.0% |
| 3M | -4.3% | +7.6% | -11.9% | -6.4% |
| 6M | -8.7% | +20.8% | -29.5% | -13.8% |
| YTD | -3.5% | +50.8% | -54.3% | -14.2% |
| 1Y | +0.5% | +70.9% | -70.5% | -13.7% |
| 3Y | +20.5% | +78.0% | -57.5% | +1.1% |
| 5Y | +21.8% | +113.1% | -91.3% | -5.0% |
| 10Y | +176.5% | +483.0% | -306.5% | +60.8% |
| All | +4,033.9% | +3,472.8% | +561.1% | +1,544.8% |
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