+576.2%
FE vs BHP
+4,029.1%
-3,452.9%
-55.7%
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% | -0.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | -1.2% | +3.4% | -4.5% | -1.9% |
| 3M | +3.5% | +4.1% | -0.6% | +2.1% |
| 6M | -6.1% | +20.6% | -26.6% | -10.6% |
| YTD | +7.6% | +56.1% | -48.4% | -3.3% |
| 1Y | +11.9% | +69.6% | -57.7% | -1.5% |
| 3Y | +48.4% | +78.8% | -30.4% | +27.4% |
| 5Y | +44.8% | +113.1% | -68.3% | +16.9% |
| 10Y | +115.9% | +505.9% | -390.0% | +33.4% |
| All | +576.2% | +4,029.1% | -3,452.9% | +211.7% |
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