+126.0%
BHP vs FDS
-20.8%
+146.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.2% |
| 7D | +1.3% | -5.4% | +6.7% | +1.9% |
| 30D | +4.0% | +1.6% | +2.4% | +3.7% |
| 3M | +12.3% | +17.7% | -5.4% | +9.5% |
| 6M | +30.8% | +29.1% | +1.8% | +24.9% |
| YTD | +58.8% | +1.0% | +57.8% | +60.2% |
| 1Y | +76.8% | -21.6% | +98.5% | +92.3% |
| 3Y | +87.5% | -30.1% | +117.6% | +108.9% |
| All | +126.0% | -20.8% | +146.8% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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