+98.7%
FAST vs BHP
+53.3%
+45.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | +6.7% | -4.5% | +11.2% | +7.5% |
| 3M | +8.0% | -6.9% | +14.9% | +9.1% |
| 6M | +27.4% | -10.6% | +38.0% | +29.3% |
| YTD | +40.5% | +37.2% | +3.3% | +28.5% |
| 1Y | +38.4% | +48.0% | -9.7% | +24.2% |
| 3Y | +98.7% | +52.6% | +46.1% | +69.5% |
| All | +98.7% | +53.3% | +45.3% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling