+547.9%
FAST vs BHP
+363.1%
+184.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.9% |
| 7D | +3.8% | +3.5% | +0.4% | +2.8% |
| 30D | +8.1% | -4.5% | +12.5% | +9.4% |
| 3M | +5.8% | -6.4% | +12.2% | +7.5% |
| 6M | +24.9% | -0.1% | +24.9% | +23.3% |
| YTD | +38.9% | +43.0% | -4.1% | +21.5% |
| 1Y | +36.5% | +56.5% | -20.0% | +15.8% |
| 3Y | +98.1% | +62.0% | +36.1% | +62.5% |
| 5Y | +109.3% | +130.4% | -21.1% | +43.8% |
| 10Y | +547.9% | +349.1% | +198.9% | +219.4% |
| All | +547.9% | +363.1% | +184.8% | +219.4% |
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