+82.9%
BHP vs FIVE
+56.0%
+26.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.1% |
| 7D | -2.9% | +4.3% | -7.2% | -3.6% |
| 30D | +3.4% | +12.5% | -9.1% | +1.3% |
| 3M | +4.1% | +31.2% | -27.2% | -0.4% |
| 6M | +20.6% | +14.4% | +6.2% | +17.4% |
| YTD | +56.1% | +33.9% | +22.2% | +48.5% |
| 1Y | +69.6% | +65.1% | +4.5% | +56.3% |
| All | +82.9% | +56.0% | +26.9% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling