+256.3%
BHP vs FIVE
+868.1%
-611.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.4% |
| 7D | -2.9% | +4.3% | -7.2% | -3.8% |
| 30D | +3.4% | +12.5% | -9.1% | +0.6% |
| 3M | +4.1% | +31.2% | -27.2% | -2.2% |
| 6M | +20.6% | +14.4% | +6.2% | +16.1% |
| YTD | +56.1% | +33.9% | +22.2% | +45.1% |
| 1Y | +69.6% | +65.1% | +4.5% | +50.2% |
| 3Y | +78.8% | +49.0% | +29.8% | +52.8% |
| 5Y | +113.1% | +30.3% | +82.8% | +81.2% |
| 10Y | +505.9% | +481.1% | +24.8% | +253.1% |
| All | +256.3% | +868.1% | -611.9% | +90.0% |
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 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