-38.6%
FICO vs BHP
+65.8%
-104.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.8% |
| 7D | -19.2% | -5.0% | -14.2% | -19.5% |
| 30D | -14.6% | +1.2% | -15.8% | -14.4% |
| 3M | -20.1% | +1.8% | -21.9% | -19.1% |
| 6M | -36.3% | +18.0% | -54.3% | -34.4% |
| YTD | -44.9% | +52.7% | -97.6% | -42.7% |
| 1Y | -38.6% | +66.0% | -104.6% | -36.8% |
| All | -38.6% | +65.8% | -104.4% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling