+54.1%
ZM vs BHP
+179.3%
-125.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.7% | -3.6% | -2.1% | -5.3% |
| 30D | -9.1% | -1.2% | -7.9% | -9.0% |
| 3M | +3.5% | +1.2% | +2.3% | +3.2% |
| 6M | +25.7% | +21.4% | +4.3% | +22.1% |
| YTD | +10.8% | +50.4% | -39.7% | +4.2% |
| 1Y | +12.8% | +67.5% | -54.7% | +4.4% |
| 3Y | +33.1% | +72.8% | -39.7% | +21.8% |
| 5Y | -68.3% | +112.6% | -180.9% | -70.9% |
| All | +54.1% | +179.3% | -125.1% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling