+69,298.0%
FAST vs BHP
+7,909.4%
+61,388.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.6% |
| 30D | -0.8% | +3.4% | -4.2% | -2.0% |
| 3M | +5.8% | +4.1% | +1.7% | +3.7% |
| 6M | +8.0% | +20.6% | -12.6% | +0.4% |
| YTD | +25.6% | +56.1% | -30.4% | +6.9% |
| 1Y | +0.8% | +69.6% | -68.8% | -16.9% |
| 3Y | +86.1% | +78.8% | +7.3% | +47.9% |
| 5Y | +100.2% | +113.1% | -12.8% | +44.7% |
| 10Y | +494.2% | +505.9% | -11.7% | +188.7% |
| All | +69,298.0% | +7,909.4% | +61,388.7% | +15,405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling