+269.3%
ZBH vs BHP
+3,973.7%
-3,704.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.7% | -4.4% |
| 7D | -5.2% | +1.3% | -6.5% | -5.5% |
| 30D | -2.4% | +4.0% | -6.4% | -3.5% |
| 3M | +8.3% | +12.3% | -4.1% | +4.5% |
| 6M | +0.7% | +30.8% | -30.2% | -7.1% |
| YTD | +5.3% | +58.8% | -53.4% | -7.8% |
| 1Y | -9.1% | +76.8% | -85.9% | -22.9% |
| 3Y | -19.7% | +87.5% | -107.2% | -33.9% |
| 5Y | -31.3% | +123.9% | -155.2% | -47.3% |
| 10Y | -18.9% | +504.4% | -523.3% | -52.7% |
| All | +269.3% | +3,973.7% | -3,704.4% | +65.6% |
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