+82.9%
BHP vs FND
-50.0%
+133.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +4.0% | -19.6% | +23.6% | +8.9% |
| 3M | +11.3% | -4.3% | +15.6% | +11.4% |
| 6M | +29.3% | -20.4% | +49.8% | +34.1% |
| YTD | +59.2% | -21.9% | +81.1% | +64.7% |
| 1Y | +80.8% | -45.2% | +126.0% | +102.0% |
| All | +82.9% | -50.0% | +133.0% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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