+119.6%
BHP vs FND
-63.9%
+183.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -0.5% | -6.8% | +6.3% | +0.9% |
| 30D | -4.5% | +8.0% | -12.5% | -6.2% |
| 3M | -6.9% | -18.9% | +12.0% | -3.3% |
| 6M | -10.6% | +4.7% | -15.2% | -12.3% |
| YTD | +37.2% | -21.6% | +58.8% | +41.3% |
| 1Y | +48.0% | -22.0% | +70.0% | +52.4% |
| 3Y | +52.6% | -40.4% | +93.0% | +61.9% |
| All | +119.6% | -63.9% | +183.5% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling