+214.8%
BHP vs FIVE
+822.5%
-607.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -6.3% | +17.7% | -23.9% | -9.6% |
| 3M | -7.1% | +4.0% | -11.1% | -8.3% |
| 6M | -3.2% | +2.6% | -5.8% | -4.6% |
| YTD | +37.9% | +27.6% | +10.3% | +29.3% |
| 1Y | +49.7% | +59.9% | -10.3% | +33.5% |
| 3Y | +51.7% | +35.8% | +15.9% | +32.3% |
| 5Y | +122.0% | +14.4% | +107.6% | +94.8% |
| 10Y | +382.4% | +576.1% | -193.7% | +175.6% |
| All | +214.8% | +822.5% | -607.7% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling