+105.3%
FAST vs BHP
+120.8%
-15.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +6.9% | -6.3% | +13.1% | +8.1% |
| 3M | +4.8% | -7.1% | +12.0% | +6.0% |
| 6M | +19.8% | -3.2% | +23.0% | +19.5% |
| YTD | +34.9% | +37.9% | -3.0% | +24.4% |
| 1Y | +32.8% | +49.7% | -16.9% | +20.2% |
| 3Y | +93.7% | +51.7% | +42.1% | +71.4% |
| All | +105.3% | +120.8% | -15.4% | +70.5% |
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 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