+109.2%
FE vs BHP
+509.4%
-400.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +0.6% | +1.3% | -0.6% | +0.4% |
| 30D | -2.1% | +4.0% | -6.1% | -3.0% |
| 3M | +2.6% | +12.3% | -9.7% | -0.1% |
| 6M | -6.8% | +30.8% | -37.6% | -12.6% |
| YTD | +6.9% | +58.8% | -51.9% | -4.3% |
| 1Y | +11.6% | +76.8% | -65.3% | -2.8% |
| 3Y | +47.7% | +87.5% | -39.8% | +25.1% |
| 5Y | +46.2% | +123.9% | -77.7% | +15.2% |
| 10Y | +109.2% | +504.4% | -395.2% | +24.9% |
| All | +109.2% | +509.4% | -400.3% | +24.9% |
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 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