+110.1%
BHP vs FGI
-70.4%
+180.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.4% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +3.4% | +65.4% | -62.0% | +3.0% |
| 3M | +4.1% | +23.5% | -19.4% | +3.9% |
| 6M | +20.6% | +60.5% | -39.9% | +19.1% |
| YTD | +56.1% | +30.0% | +26.1% | +54.4% |
| 1Y | +69.6% | +82.1% | -12.5% | +67.2% |
| 3Y | +78.8% | -4.4% | +83.2% | +77.9% |
| All | +110.1% | -70.4% | +180.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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