+67.5%
FERG vs BHP
+112.0%
-44.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.6% |
| 7D | -1.0% | -3.7% | +2.7% | +0.1% |
| 30D | -11.8% | -0.8% | -11.0% | -11.7% |
| 3M | -1.2% | +7.6% | -8.8% | -4.0% |
| 6M | -2.3% | +20.8% | -23.1% | -8.9% |
| YTD | +0.8% | +50.8% | -50.0% | -12.5% |
| 1Y | +0.5% | +70.9% | -70.4% | -16.4% |
| 3Y | +51.4% | +78.0% | -26.6% | +21.9% |
| 5Y | +67.5% | +113.1% | -45.6% | +28.6% |
| All | +67.5% | +112.0% | -44.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling