+4,087.3%
FDX vs BHP
+7,909.4%
-3,822.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -1.3% | +4.1% | -5.4% | -3.2% |
| 6M | +5.0% | +20.6% | -15.6% | -2.2% |
| YTD | +39.6% | +56.1% | -16.4% | +19.0% |
| 1Y | +81.1% | +69.6% | +11.5% | +49.8% |
| 3Y | +63.0% | +78.8% | -15.8% | +30.7% |
| 5Y | +65.6% | +113.1% | -47.4% | +22.0% |
| 10Y | +183.4% | +505.9% | -322.5% | +45.9% |
| All | +4,087.3% | +7,909.4% | -3,822.1% | +961.9% |
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