-56.4%
FICO vs BHP
+53.4%
-109.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -2.9% |
| 7D | +0.4% | -2.5% | +2.9% | +0.1% |
| 30D | +1.7% | -7.7% | +9.4% | +1.1% |
| 3M | -33.0% | -6.4% | -26.7% | -33.1% |
| 6M | -33.9% | +5.2% | -39.0% | -32.2% |
| YTD | -58.5% | +38.3% | -96.9% | -56.1% |
| 1Y | -56.4% | +53.4% | -109.7% | -54.6% |
| All | -56.4% | +53.4% | -109.8% | -54.6% |
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 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