+4,064.1%
FDX vs BHP
+7,085.6%
-3,021.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +0.5% | +3.8% | -3.4% | -0.8% |
| 30D | +9.5% | -6.5% | +16.0% | +11.8% |
| 3M | -1.3% | -8.5% | +7.2% | +1.1% |
| 6M | +5.5% | -2.2% | +7.7% | +5.1% |
| YTD | +38.9% | +40.0% | -1.1% | +22.2% |
| 1Y | +58.8% | +51.3% | +7.5% | +36.1% |
| 3Y | +71.1% | +56.5% | +14.6% | +43.1% |
| 5Y | +76.3% | +130.2% | -53.9% | +26.5% |
| 10Y | +153.4% | +336.5% | -183.1% | +44.4% |
| All | +4,064.1% | +7,085.6% | -3,021.5% | +990.7% |
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