-58.8%
FICO vs BHP
+54.8%
-113.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +3.2% |
| 7D | -0.1% | +3.5% | -3.5% | +0.4% |
| 30D | +8.4% | -4.5% | +12.9% | +8.2% |
| 3M | -30.5% | -6.4% | -24.2% | -30.6% |
| 6M | -35.7% | -0.1% | -35.7% | -34.5% |
| YTD | -57.2% | +43.0% | -100.2% | -54.7% |
| All | -58.8% | +54.8% | -113.6% | -57.3% |
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