+507.7%
FAST vs BHP
+509.4%
-1.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.0% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | -4.7% | +4.0% | -8.7% | -6.0% |
| 3M | +7.9% | +12.3% | -4.4% | +3.5% |
| 6M | +7.4% | +30.8% | -23.4% | -2.5% |
| YTD | +25.1% | +58.8% | -33.7% | +6.2% |
| 1Y | +4.7% | +76.8% | -72.1% | -14.6% |
| 3Y | +94.7% | +87.5% | +7.2% | +52.3% |
| 5Y | +106.8% | +123.9% | -17.1% | +44.8% |
| 10Y | +507.7% | +504.4% | +3.3% | +165.3% |
| All | +507.7% | +509.4% | -1.8% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling