+349.1%
BHP vs FIVE
+596.6%
-247.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.4% |
| 7D | +3.5% | +6.2% | -2.7% | +2.0% |
| 30D | -4.5% | +18.2% | -22.6% | -8.2% |
| 3M | -6.4% | +3.8% | -10.2% | -7.6% |
| 6M | -0.1% | +13.7% | -13.8% | -4.0% |
| YTD | +43.0% | +34.7% | +8.3% | +31.6% |
| 1Y | +56.5% | +66.6% | -10.1% | +36.8% |
| 3Y | +62.0% | +44.3% | +17.8% | +38.0% |
| 5Y | +130.4% | +18.8% | +111.6% | +99.4% |
| 10Y | +349.1% | +569.2% | -220.1% | +127.5% |
| All | +349.1% | +596.6% | -247.5% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling