+119.6%
BHP vs FLR
+112.0%
+7.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -0.5% | +5.4% | -5.9% | -1.9% |
| 30D | -4.5% | +2.8% | -7.4% | -5.4% |
| 3M | -6.9% | -6.4% | -0.5% | -5.6% |
| 6M | -10.6% | +8.8% | -19.3% | -13.5% |
| YTD | +37.2% | +23.6% | +13.6% | +27.1% |
| 1Y | +48.0% | +13.8% | +34.2% | +40.0% |
| 3Y | +52.6% | +36.5% | +16.1% | +24.6% |
| All | +119.6% | +112.0% | +7.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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