+225.6%
FANG vs BHP
+110.7%
+114.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -3.6% | +6.5% | +4.2% |
| 30D | +2.6% | -1.2% | +3.8% | +2.8% |
| 3M | +7.6% | +1.2% | +6.4% | +6.1% |
| 6M | +17.3% | +21.4% | -4.1% | +5.3% |
| YTD | +38.7% | +50.4% | -11.7% | +11.3% |
| 1Y | +51.6% | +67.5% | -15.9% | +14.7% |
| 3Y | +50.0% | +72.8% | -22.9% | +7.4% |
| All | +225.6% | +110.7% | +114.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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