+356.1%
BHP vs FND
+57.9%
+298.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -0.5% | -6.8% | +6.3% | +1.1% |
| 30D | -4.5% | +8.0% | -12.5% | -6.4% |
| 3M | -6.9% | -18.9% | +12.0% | -2.9% |
| 6M | -10.6% | +4.7% | -15.2% | -12.6% |
| YTD | +37.2% | -21.6% | +58.8% | +41.8% |
| 1Y | +48.0% | -22.0% | +70.0% | +53.0% |
| 3Y | +52.6% | -40.4% | +93.0% | +62.2% |
| 5Y | +116.5% | -63.8% | +180.3% | +146.4% |
| All | +356.1% | +57.9% | +298.2% | +277.4% |
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