+246.0%
BHP vs USFR
+27.5%
+218.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +4.1% | +1.0% | +3.1% | +3.7% |
| 6M | +20.6% | +1.9% | +18.6% | +19.8% |
| YTD | +56.1% | +2.6% | +53.4% | +54.6% |
| 1Y | +69.6% | +4.0% | +65.6% | +67.2% |
| 3Y | +78.8% | +14.1% | +64.7% | +70.3% |
| 5Y | +113.1% | +20.4% | +92.6% | +98.7% |
| 10Y | +505.9% | +28.0% | +477.9% | +453.4% |
| All | +246.0% | +27.5% | +218.4% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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