+53.4%
BHP vs FIVE
+63.3%
-9.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.2% |
| 7D | -2.5% | +7.5% | -10.0% | -4.0% |
| 30D | -7.7% | +16.7% | -24.4% | -10.7% |
| 3M | -6.4% | +13.4% | -19.7% | -9.3% |
| 6M | +5.2% | +9.0% | -3.9% | +2.9% |
| YTD | +38.3% | +33.8% | +4.5% | +28.8% |
| 1Y | +53.4% | +61.2% | -7.8% | +37.5% |
| All | +53.4% | +63.3% | -9.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling