+66.1%
FDX vs BHP
+82.0%
-15.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | +3.8% | +3.4% | +0.4% | +2.4% |
| 3M | -1.3% | +4.1% | -5.4% | -3.3% |
| 6M | +5.0% | +20.6% | -15.6% | -2.8% |
| YTD | +39.6% | +56.1% | -16.4% | +16.9% |
| 1Y | +81.1% | +69.6% | +11.5% | +46.6% |
| All | +66.1% | +82.0% | -15.9% | +28.3% |
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