+178.8%
FDX vs BHP
+503.2%
-324.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -4.9% | +4.0% | -8.9% | -6.7% |
| 3M | -6.5% | +11.3% | -17.7% | -11.1% |
| 6M | +6.7% | +29.3% | -22.7% | -5.6% |
| YTD | +33.9% | +59.2% | -25.3% | +8.0% |
| 1Y | +72.2% | +80.8% | -8.7% | +31.1% |
| 3Y | +60.2% | +88.0% | -27.8% | +17.3% |
| 5Y | +62.9% | +126.6% | -63.7% | +4.1% |
| 10Y | +178.8% | +515.7% | -336.9% | +13.0% |
| All | +178.8% | +503.2% | -324.4% | +13.0% |
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