+539.5%
FICO vs BHP
+345.2%
+194.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | +4.0% | +2.4% | +1.6% | +3.0% |
| 30D | -1.5% | -5.4% | +3.9% | +0.1% |
| 3M | -29.8% | -6.9% | -22.9% | -28.5% |
| 6M | -33.3% | -4.3% | -28.9% | -33.4% |
| YTD | -56.9% | +41.6% | -98.5% | -64.0% |
| 1Y | -59.5% | +53.3% | -112.8% | -67.3% |
| 3Y | -26.9% | +58.4% | -85.2% | -43.6% |
| 5Y | +92.9% | +121.3% | -28.4% | +20.1% |
| 10Y | +539.5% | +349.0% | +190.5% | +166.3% |
| All | +539.5% | +345.2% | +194.3% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling