+1,335.0%
FERG vs BHP
+217.4%
+1,117.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | -11.5% | +4.0% | -15.5% | -11.9% |
| 3M | +1.3% | +12.3% | -11.0% | -0.2% |
| 6M | -1.0% | +30.8% | -31.8% | -4.1% |
| YTD | +3.2% | +58.8% | -55.6% | -2.1% |
| 1Y | -3.0% | +76.8% | -79.8% | -9.0% |
| 3Y | +55.0% | +87.5% | -32.4% | +44.0% |
| 5Y | +72.6% | +123.9% | -51.2% | +58.4% |
| 10Y | +358.9% | +504.4% | -145.4% | +310.7% |
| All | +1,335.0% | +217.4% | +1,117.7% | +1,223.7% |
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