+578.0%
FE vs BHP
+3,548.2%
-2,970.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | 0.0% | +0.9% | -1.0% | -0.2% |
| 30D | +5.2% | -6.3% | +11.4% | +6.5% |
| 3M | 0.0% | -7.1% | +7.1% | +1.2% |
| 6M | +5.0% | -3.2% | +8.2% | +4.8% |
| YTD | +7.9% | +37.9% | -30.0% | -0.7% |
| 1Y | +6.3% | +49.7% | -43.3% | -4.0% |
| 3Y | +46.0% | +51.7% | -5.7% | +29.6% |
| 5Y | +45.6% | +122.0% | -76.4% | +16.3% |
| 10Y | +109.3% | +382.4% | -273.1% | +35.6% |
| All | +578.0% | +3,548.2% | -2,970.3% | +220.1% |
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