+418.8%
BHP vs FND
+66.0%
+352.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.7% |
| 7D | -2.9% | -5.2% | +2.3% | -1.8% |
| 30D | +3.4% | -19.9% | +23.2% | +8.4% |
| 3M | +4.1% | +2.7% | +1.4% | +2.6% |
| 6M | +20.6% | -21.7% | +42.3% | +25.8% |
| YTD | +56.1% | -17.5% | +73.6% | +60.2% |
| 1Y | +69.6% | -39.3% | +108.9% | +85.6% |
| 3Y | +78.8% | -49.8% | +128.6% | +98.0% |
| 5Y | +113.1% | -60.1% | +173.1% | +137.3% |
| All | +418.8% | +66.0% | +352.8% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling