-29.2%
ZBH vs BHP
+112.0%
-141.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.3% |
| 7D | -6.6% | -3.7% | -2.8% | -5.9% |
| 30D | -4.9% | -0.8% | -4.1% | -4.9% |
| 3M | +5.1% | +7.6% | -2.5% | +3.2% |
| 6M | +1.3% | +20.8% | -19.4% | -3.4% |
| YTD | +3.4% | +50.8% | -47.4% | -6.4% |
| 1Y | -8.7% | +70.9% | -79.6% | -19.9% |
| 3Y | -21.2% | +78.0% | -99.2% | -32.4% |
| 5Y | -29.2% | +113.1% | -142.3% | -43.1% |
| All | -29.2% | +112.0% | -141.2% | -43.1% |
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