-39.3%
FICO vs BHP
+76.4%
-115.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.3% |
| 7D | -15.4% | +1.3% | -16.7% | -15.3% |
| 30D | -10.4% | +4.0% | -14.3% | -10.0% |
| 3M | -22.7% | +12.3% | -35.0% | -21.2% |
| 6M | -36.8% | +30.8% | -67.6% | -34.2% |
| YTD | -44.8% | +58.8% | -103.6% | -42.6% |
| 1Y | -39.3% | +76.8% | -116.2% | -38.0% |
| All | -39.3% | +76.4% | -115.7% | -38.0% |
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