+337.7%
BHP vs FIVE
+505.3%
-167.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +2.5% | +2.4% | 0.0% | +1.9% |
| 30D | -5.2% | +15.8% | -21.1% | -8.5% |
| 3M | -8.7% | +3.8% | -12.5% | -9.9% |
| 6M | -6.9% | +18.5% | -25.4% | -11.3% |
| YTD | +39.0% | +31.2% | +7.7% | +28.6% |
| 1Y | +48.9% | +61.8% | -12.9% | +31.1% |
| 3Y | +55.4% | +39.9% | +15.5% | +33.3% |
| 5Y | +119.2% | +18.3% | +100.9% | +89.6% |
| All | +337.7% | +505.3% | -167.6% | +126.4% |
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