+116.8%
BHP vs FIVE
+14.2%
+102.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -6.3% | +17.7% | -23.9% | -8.9% |
| 3M | -7.1% | +4.0% | -11.1% | -8.0% |
| 6M | -3.2% | +2.6% | -5.8% | -4.3% |
| YTD | +37.9% | +27.6% | +10.3% | +31.1% |
| 1Y | +49.7% | +59.9% | -10.3% | +36.9% |
| 3Y | +51.7% | +35.8% | +15.9% | +36.7% |
| All | +116.8% | +14.2% | +102.6% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling