-21.5%
ZBH vs BHP
+71.6%
-93.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.2% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | +7.6% | +1.2% | +6.4% | +7.2% |
| 6M | +0.3% | +21.4% | -21.1% | -4.0% |
| YTD | +4.5% | +50.4% | -45.9% | -4.2% |
| 1Y | -9.4% | +67.5% | -76.9% | -19.0% |
| 3Y | -21.5% | +72.8% | -94.3% | -32.8% |
| All | -21.5% | +71.6% | -93.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling