+76.8%
BHP vs FIVE
+65.4%
+11.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.3% | +3.7% | -2.4% | +0.4% |
| 30D | +4.0% | +4.0% | 0.0% | +2.8% |
| 3M | +12.3% | +36.2% | -23.9% | +4.0% |
| 6M | +30.8% | +18.0% | +12.8% | +24.9% |
| YTD | +58.8% | +34.9% | +23.9% | +46.2% |
| 1Y | +76.8% | +67.9% | +8.9% | +52.8% |
| All | +76.8% | +65.4% | +11.5% | +52.8% |
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