+7.9%
ZBH vs BHP
+53.4%
-45.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.6% | +10.9% | +13.4% |
| 7D | +14.3% | -2.5% | +16.8% | +14.2% |
| 30D | +20.3% | -7.7% | +28.0% | +20.4% |
| 3M | +15.3% | -6.4% | +21.6% | +15.4% |
| 6M | +33.9% | +5.2% | +28.8% | +31.3% |
| YTD | +23.5% | +38.3% | -14.8% | +21.3% |
| 1Y | +7.9% | +53.4% | -45.5% | +12.0% |
| All | +7.9% | +53.4% | -45.5% | +12.0% |
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 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