+107.2%
FAST vs BHP
+115.8%
-8.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.2% |
| 30D | -0.8% | +3.4% | -4.2% | -1.5% |
| 3M | +5.8% | +4.1% | +1.7% | +4.6% |
| 6M | +8.0% | +20.6% | -12.6% | +3.1% |
| YTD | +25.6% | +56.1% | -30.4% | +13.4% |
| 1Y | +0.8% | +69.6% | -68.8% | -10.8% |
| 3Y | +86.1% | +78.8% | +7.3% | +59.8% |
| All | +107.2% | +115.8% | -8.6% | +71.1% |
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