-59.5%
FICO vs BHP
+53.5%
-113.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.1% |
| 7D | +4.0% | +2.4% | +1.6% | +4.3% |
| 30D | -1.5% | -5.4% | +3.9% | -1.8% |
| 3M | -29.8% | -6.9% | -22.9% | -29.9% |
| 6M | -33.3% | -4.3% | -28.9% | -32.4% |
| YTD | -56.9% | +41.6% | -98.5% | -54.6% |
| 1Y | -59.5% | +53.3% | -112.8% | -58.3% |
| All | -59.5% | +53.5% | -113.0% | -58.3% |
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 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