-29.1%
FICO vs BHP
+55.3%
-84.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | +1.4% | +2.5% | -1.0% | +1.2% |
| 30D | -0.8% | -5.2% | +4.4% | -0.3% |
| 3M | -31.3% | -8.7% | -22.6% | -30.7% |
| 6M | -33.9% | -6.9% | -27.1% | -33.4% |
| YTD | -57.6% | +39.0% | -96.5% | -60.7% |
| 1Y | -59.7% | +48.9% | -108.6% | -63.4% |
| All | -29.1% | +55.3% | -84.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling